+109.5%
SPG vs FDS
+127.0%
-17.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | +3.1% | -2.6% | +5.7% | +4.0% |
| 30D | +16.4% | +14.1% | +2.4% | +11.0% |
| 3M | +7.1% | +19.8% | -12.7% | -0.4% |
| 6M | +16.1% | +55.0% | -38.9% | -3.6% |
| YTD | +30.4% | +15.9% | +14.5% | +19.9% |
| 1Y | +33.0% | +24.2% | +8.8% | +18.0% |
| 3Y | +134.6% | -24.0% | +158.7% | +156.0% |
| 5Y | +84.9% | -23.3% | +108.2% | +98.0% |
| All | +109.5% | +127.0% | -17.4% | +47.7% |
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