+4,456.4%
SPG vs FDS
+10,327.4%
-5,871.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.9% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +15.6% | +20.2% | -4.6% | +9.4% |
| 3M | +4.1% | +19.9% | -15.8% | -2.0% |
| 6M | +13.6% | +56.2% | -42.6% | -2.5% |
| YTD | +27.5% | +14.6% | +13.0% | +18.4% |
| 1Y | +32.2% | +31.6% | +0.6% | +17.3% |
| 3Y | +126.0% | -23.8% | +149.8% | +134.5% |
| 5Y | +74.7% | -22.6% | +97.3% | +79.5% |
| 10Y | +112.8% | +139.3% | -26.5% | +56.0% |
| All | +4,456.4% | +10,327.4% | -5,871.0% | +1,815.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling