+109.0%
SPG vs FTV
+109.2%
-0.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.0% | +3.9% | -1.9% | -0.6% |
| 30D | +17.2% | +18.7% | -1.4% | +4.3% |
| 3M | +6.3% | +10.0% | -3.7% | -0.8% |
| 6M | +18.7% | +14.6% | +4.1% | +6.9% |
| YTD | +30.1% | +23.4% | +6.7% | +9.5% |
| 1Y | +32.8% | +31.3% | +1.5% | +6.8% |
| 3Y | +133.6% | +39.8% | +93.8% | +74.3% |
| 5Y | +84.4% | +17.7% | +66.7% | +53.4% |
| All | +109.0% | +109.2% | -0.3% | +27.4% |
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