+81.5%
SPG vs FND
-60.4%
+141.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +0.9% |
| 7D | +5.1% | +8.5% | -3.4% | +2.5% |
| 30D | +16.8% | +17.2% | -0.4% | +11.3% |
| 3M | +5.7% | -14.9% | +20.6% | +9.9% |
| 6M | +17.8% | +3.1% | +14.7% | +14.6% |
| YTD | +30.1% | -12.4% | +42.5% | +31.1% |
| 1Y | +32.8% | -10.0% | +42.8% | +32.3% |
| 3Y | +137.2% | -31.3% | +168.5% | +144.3% |
| 5Y | +81.5% | -60.3% | +141.8% | +109.8% |
| All | +81.5% | -60.4% | +141.9% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling