+80.2%
SPG vs FTV
+126.9%
-46.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +5.6% | +1.4% | +4.2% | +4.6% |
| 30D | +17.6% | +18.3% | -0.7% | +5.1% |
| 3M | +7.5% | +9.8% | -2.4% | +0.5% |
| 6M | +18.5% | +12.3% | +6.2% | +8.5% |
| YTD | +30.9% | +23.1% | +7.8% | +10.9% |
| 1Y | +34.1% | +32.5% | +1.6% | +7.7% |
| 3Y | +135.5% | +38.3% | +97.2% | +78.5% |
| 5Y | +86.5% | +16.8% | +69.7% | +56.7% |
| 10Y | +116.1% | +106.6% | +9.5% | +32.7% |
| All | +80.2% | +126.9% | -46.7% | +9.7% |
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