+104.5%
SPG vs FTV
+5.1%
+99.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.4% | -4.5% | +2.1% | 0.0% |
| 30D | -6.8% | -7.1% | +0.2% | -3.2% |
| 3M | +2.7% | -7.2% | +9.8% | +6.3% |
| 6M | +5.5% | -1.5% | +7.0% | +5.1% |
| YTD | +15.7% | +3.5% | +12.2% | +11.1% |
| 1Y | +20.9% | +20.3% | +0.5% | +5.3% |
| 3Y | +112.4% | -3.1% | +115.5% | +107.8% |
| All | +104.5% | +5.1% | +99.5% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling