+105.9%
SPG vs FND
+58.4%
+47.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +2.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -4.9% | -23.6% | +18.6% | +3.1% |
| 3M | +3.3% | +4.3% | -1.0% | +0.6% |
| 6M | +11.2% | -20.3% | +31.5% | +17.0% |
| YTD | +17.1% | -21.3% | +38.4% | +22.5% |
| 1Y | +21.6% | -45.4% | +67.0% | +42.4% |
| 3Y | +111.9% | -48.9% | +160.7% | +142.2% |
| 5Y | +106.9% | -61.0% | +168.0% | +144.0% |
| All | +105.9% | +58.4% | +47.5% | +59.9% |
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