+103.1%
SPG vs FFIV
+91.3%
+11.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -6.8% | -5.1% | -1.8% | -5.5% |
| 3M | +2.7% | -4.5% | +7.1% | +3.4% |
| 6M | +5.5% | +36.5% | -31.0% | -7.2% |
| YTD | +15.7% | +53.0% | -37.3% | -3.3% |
| 1Y | +20.9% | +24.2% | -3.3% | +8.9% |
| 3Y | +112.4% | +137.2% | -24.8% | +39.7% |
| All | +103.1% | +91.3% | +11.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling