+116.5%
SPG vs FDS
+135.1%
-18.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.1% | -5.0% | +10.0% | +6.9% |
| 30D | +16.8% | +13.8% | +3.1% | +11.5% |
| 3M | +5.7% | +14.8% | -9.2% | -0.2% |
| 6M | +17.8% | +47.4% | -29.6% | -0.3% |
| YTD | +30.1% | +14.2% | +16.0% | +20.3% |
| 1Y | +32.8% | +26.6% | +6.1% | +16.6% |
| 3Y | +137.2% | -24.4% | +161.6% | +158.9% |
| 5Y | +81.5% | -22.6% | +104.1% | +93.2% |
| 10Y | +116.5% | +130.0% | -13.5% | +52.9% |
| All | +116.5% | +135.1% | -18.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling