+331.8%
SPGI vs FLEX
+569.1%
-237.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.5% | -1.8% |
| 7D | +0.3% | -19.3% | +19.6% | +3.6% |
| 30D | +18.4% | -41.5% | +59.9% | +28.8% |
| 3M | +15.7% | -43.1% | +58.8% | +25.9% |
| 6M | +17.3% | -48.2% | +65.5% | +26.8% |
| YTD | -4.7% | +15.5% | -20.2% | -17.9% |
| 1Y | +1.8% | +10.2% | -8.4% | -11.7% |
| 3Y | +31.7% | +256.8% | -225.1% | -22.9% |
| 5Y | +12.1% | +408.2% | -396.2% | -42.4% |
| All | +331.8% | +569.1% | -237.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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