+103.8%
SPG vs FWONK
+97.7%
+6.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -6.1% | -7.7% | +1.6% | -4.0% |
| 3M | -3.6% | +5.7% | -9.4% | -5.4% |
| 6M | +10.4% | +13.5% | -3.0% | +5.8% |
| YTD | +14.4% | -3.0% | +17.3% | +14.7% |
| 1Y | +16.5% | -6.4% | +23.0% | +17.9% |
| 3Y | +106.8% | +43.8% | +63.0% | +79.1% |
| All | +103.8% | +97.7% | +6.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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