+19.3%
SPG vs FTV
+17.4%
+1.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -6.3% | -9.5% | +3.2% | -3.9% |
| 3M | -2.4% | -10.9% | +8.5% | +0.2% |
| 6M | +9.6% | -0.6% | +10.3% | +9.1% |
| YTD | +14.2% | +1.4% | +12.8% | +12.6% |
| 1Y | +19.3% | +17.6% | +1.7% | +13.1% |
| All | +19.3% | +17.4% | +1.9% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling