+128.8%
SPG vs FND
+76.3%
+52.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +0.7% |
| 7D | +5.1% | +8.5% | -3.4% | +2.3% |
| 30D | +16.8% | +17.2% | -0.4% | +10.8% |
| 3M | +5.7% | -14.9% | +20.6% | +10.3% |
| 6M | +17.8% | +3.1% | +14.7% | +14.4% |
| YTD | +30.1% | -12.4% | +42.5% | +31.1% |
| 1Y | +32.8% | -10.0% | +42.8% | +32.2% |
| 3Y | +137.2% | -31.3% | +168.5% | +145.9% |
| 5Y | +81.5% | -60.3% | +141.8% | +113.2% |
| All | +128.8% | +76.3% | +52.5% | +71.1% |
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