+4,033.4%
SPG vs FDS
+9,502.8%
-5,469.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | 0.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | -6.8% | +9.0% | -15.9% | -9.3% |
| 3M | +2.7% | +18.9% | -16.2% | -3.3% |
| 6M | +5.5% | +35.1% | -29.7% | -5.5% |
| YTD | +15.7% | +5.5% | +10.2% | +10.6% |
| 1Y | +20.9% | -16.8% | +37.7% | +23.4% |
| 3Y | +112.4% | -28.1% | +140.4% | +125.2% |
| 5Y | +101.4% | -17.4% | +118.8% | +103.7% |
| 10Y | +60.6% | +85.4% | -24.8% | +27.0% |
| All | +4,033.4% | +9,502.8% | -5,469.4% | +1,689.0% |
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