+62.2%
SPG vs FDS
+77.6%
-15.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.7% |
| 7D | 0.0% | -5.4% | +5.4% | +1.9% |
| 30D | -4.9% | +1.6% | -6.5% | -5.8% |
| 3M | +3.3% | +17.7% | -14.4% | -3.7% |
| 6M | +11.2% | +29.1% | -17.8% | -1.6% |
| YTD | +17.1% | +1.0% | +16.1% | +13.6% |
| 1Y | +21.6% | -21.6% | +43.2% | +31.0% |
| 3Y | +111.9% | -30.1% | +142.0% | +137.4% |
| 5Y | +106.9% | -20.7% | +127.7% | +115.5% |
| 10Y | +62.2% | +78.3% | -16.1% | +23.9% |
| All | +62.2% | +77.6% | -15.4% | +23.9% |
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