+129.4%
SPG vs FND
+61.4%
+68.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.9% |
| 7D | +3.1% | -5.1% | +8.2% | +4.7% |
| 30D | +16.4% | +9.2% | +7.2% | +12.8% |
| 3M | +7.1% | -17.7% | +24.8% | +12.9% |
| 6M | +16.1% | +2.5% | +13.6% | +12.8% |
| YTD | +30.4% | -19.8% | +50.2% | +35.0% |
| 1Y | +33.0% | -22.7% | +55.7% | +38.9% |
| 3Y | +134.6% | -38.3% | +172.9% | +151.4% |
| 5Y | +84.9% | -63.0% | +147.9% | +121.7% |
| All | +129.4% | +61.4% | +68.0% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling