+4,582.7%
SPG vs FDS
+10,549.7%
-5,967.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.7% |
| 7D | +2.7% | -2.1% | +4.9% | +3.3% |
| 30D | +16.6% | +16.0% | +0.5% | +11.5% |
| 3M | +8.1% | +18.8% | -10.7% | +2.0% |
| 6M | +19.3% | +54.1% | -34.8% | +3.0% |
| YTD | +31.1% | +17.0% | +14.1% | +20.9% |
| 1Y | +32.8% | +25.5% | +7.2% | +19.5% |
| 3Y | +135.8% | -23.3% | +159.1% | +144.2% |
| 5Y | +85.1% | -22.6% | +107.7% | +90.1% |
| 10Y | +115.9% | +130.2% | -14.3% | +59.9% |
| All | +4,582.7% | +10,549.7% | -5,967.0% | +1,855.7% |
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 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