+101.0%
SPG vs FND
+54.9%
+46.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -2.2% | -5.1% | +2.9% | -0.7% |
| 30D | -5.8% | -22.5% | +16.8% | +1.8% |
| 3M | -2.8% | -5.0% | +2.2% | -2.4% |
| 6M | +8.9% | -21.5% | +30.4% | +15.1% |
| YTD | +14.3% | -23.0% | +37.3% | +20.5% |
| 1Y | +19.5% | -44.9% | +64.4% | +39.5% |
| 3Y | +106.9% | -50.0% | +156.8% | +138.2% |
| 5Y | +108.7% | -63.3% | +172.1% | +151.3% |
| All | +101.0% | +54.9% | +46.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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