+103.1%
SPG vs FDS
-17.4%
+120.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | -6.8% | +9.0% | -15.9% | -9.1% |
| 3M | +2.7% | +18.9% | -16.2% | -2.5% |
| 6M | +5.5% | +35.1% | -29.7% | -4.6% |
| YTD | +15.7% | +5.5% | +10.2% | +14.2% |
| 1Y | +20.9% | -16.8% | +37.7% | +31.3% |
| 3Y | +112.4% | -28.1% | +140.4% | +142.6% |
| All | +103.1% | -17.4% | +120.5% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling