+59.3%
SPG vs FTV
+90.8%
-31.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | -2.4% | -4.5% | +2.1% | +0.6% |
| 30D | -6.8% | -7.1% | +0.2% | -2.4% |
| 3M | +2.7% | -7.2% | +9.8% | +7.0% |
| 6M | +5.5% | -1.5% | +7.0% | +5.1% |
| YTD | +15.7% | +3.5% | +12.2% | +10.2% |
| 1Y | +20.9% | +20.3% | +0.5% | +3.0% |
| 3Y | +112.4% | -3.1% | +115.5% | +106.0% |
| 5Y | +101.4% | +2.3% | +99.0% | +84.3% |
| 10Y | +60.6% | +76.3% | -15.7% | +10.3% |
| All | +59.3% | +90.8% | -31.5% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling