+3,380.8%
SPG vs FLR
+534.4%
+2,846.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.7% | +6.3% | -3.6% | +0.5% |
| 30D | +16.6% | +1.8% | +14.7% | +15.3% |
| 3M | +8.1% | -4.4% | +12.5% | +8.8% |
| 6M | +19.3% | +15.9% | +3.5% | +10.4% |
| YTD | +31.1% | +27.7% | +3.3% | +15.2% |
| 1Y | +32.8% | +11.6% | +21.1% | +21.8% |
| 3Y | +135.8% | +39.9% | +95.9% | +84.0% |
| 5Y | +85.1% | +127.5% | -42.4% | +14.5% |
| 10Y | +115.9% | +11.6% | +104.4% | +27.0% |
| All | +3,380.8% | +534.4% | +2,846.4% | +1,429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling