+63.7%
SPG vs FLR
+17.1%
+46.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.7% | -1.5% |
| 7D | -1.7% | -3.1% | +1.5% | -0.8% |
| 30D | -6.3% | +4.9% | -11.2% | -7.7% |
| 3M | -2.4% | +10.8% | -13.2% | -6.7% |
| 6M | +9.6% | +19.7% | -10.0% | +1.2% |
| YTD | +14.2% | +38.4% | -24.1% | +0.3% |
| 1Y | +19.3% | +34.7% | -15.4% | +4.5% |
| 3Y | +106.7% | +56.7% | +50.1% | +60.7% |
| 5Y | +104.2% | +241.6% | -137.4% | +15.4% |
| 10Y | +63.7% | +20.2% | +43.5% | -30.3% |
| All | +63.7% | +17.1% | +46.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling