-22.1%
FPS vs SPG
+22.5%
-44.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.0% | +14.0% | +16.7% |
| 7D | -8.0% | +5.1% | -13.1% | -5.8% |
| 30D | -43.5% | +16.8% | -60.4% | -40.5% |
| 3M | -41.6% | +5.7% | -47.3% | -38.7% |
| 6M | -44.0% | +17.8% | -61.8% | -47.3% |
| All | -22.1% | +22.5% | -44.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling