+67.8%
SPG vs FTV
+80.4%
-12.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.7% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -4.9% | -8.3% | +3.4% | +0.6% |
| 3M | +3.3% | -7.4% | +10.7% | +7.9% |
| 6M | +11.2% | -1.2% | +12.4% | +10.5% |
| YTD | +17.1% | +2.7% | +14.4% | +12.0% |
| 1Y | +21.6% | +18.4% | +3.1% | +4.5% |
| 3Y | +111.9% | -2.0% | +113.9% | +103.6% |
| 5Y | +106.9% | +3.4% | +103.5% | +87.3% |
| All | +67.8% | +80.4% | -12.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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