+135.5%
SPG vs FLR
+47.2%
+88.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +5.6% | +5.1% | +0.5% | +5.0% |
| 30D | +17.6% | -0.5% | +18.1% | +17.5% |
| 3M | +7.5% | -3.5% | +10.9% | +7.7% |
| 6M | +18.5% | +16.5% | +2.1% | +15.2% |
| YTD | +30.9% | +27.3% | +3.7% | +24.7% |
| 1Y | +34.1% | +10.6% | +23.5% | +30.3% |
| 3Y | +135.5% | +39.4% | +96.1% | +94.8% |
| All | +135.5% | +47.2% | +88.3% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling