+106.9%
SPG vs FLR
+248.0%
-141.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -4.9% | -0.7% | -4.3% | -5.0% |
| 3M | +3.3% | +14.3% | -11.0% | +0.3% |
| 6M | +11.2% | +25.6% | -14.4% | +5.3% |
| YTD | +17.1% | +42.9% | -25.8% | +7.9% |
| 1Y | +21.6% | +38.7% | -17.2% | +11.8% |
| 3Y | +111.9% | +61.8% | +50.1% | +76.9% |
| 5Y | +106.9% | +254.1% | -147.2% | +42.3% |
| All | +106.9% | +248.0% | -141.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling