+62.2%
SPG vs FFIV
+224.0%
-161.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | -4.9% | -2.7% | -2.3% | -4.2% |
| 3M | +3.3% | -1.7% | +5.0% | +3.0% |
| 6M | +11.2% | +36.1% | -24.9% | -5.1% |
| YTD | +17.1% | +52.6% | -35.6% | -6.2% |
| 1Y | +21.6% | +21.5% | +0.1% | +7.3% |
| 3Y | +111.9% | +142.7% | -30.8% | +28.8% |
| 5Y | +106.9% | +92.6% | +14.4% | +37.5% |
| 10Y | +62.2% | +225.5% | -163.3% | -18.9% |
| All | +62.2% | +224.0% | -161.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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