+82.7%
SPG vs FFIV
+35.3%
+47.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +17.2% | -32.4% | +49.6% | +29.3% |
| 3M | +6.3% | -25.7% | +32.0% | +13.3% |
| 6M | +18.7% | -13.5% | +32.2% | +19.1% |
| YTD | +30.1% | +21.1% | +9.0% | +13.5% |
| 1Y | +32.8% | +29.4% | +3.3% | +12.5% |
| 3Y | +133.6% | +94.9% | +38.7% | +56.4% |
| All | +82.7% | +35.3% | +47.4% | +36.9% |
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 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