+2,972.5%
SPG vs FLR
+603.8%
+2,368.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -2.4% | +5.4% | -7.8% | -4.1% |
| 30D | -6.8% | +11.4% | -18.2% | -10.9% |
| 3M | +2.7% | +11.4% | -8.7% | -2.9% |
| 6M | +5.5% | +16.6% | -11.2% | -3.1% |
| YTD | +15.7% | +41.7% | -26.0% | -1.1% |
| 1Y | +20.9% | +35.4% | -14.6% | +3.6% |
| 3Y | +112.4% | +57.3% | +55.1% | +59.8% |
| 5Y | +101.4% | +241.0% | -139.6% | +7.4% |
| 10Y | +60.6% | +16.6% | +44.0% | -7.0% |
| All | +2,972.5% | +603.8% | +2,368.7% | +1,213.0% |
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