+9.5%
SPGI vs FLEX
+657.3%
-647.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +8.4% | -10.1% | +18.6% | +9.3% |
| 3M | +11.8% | -31.3% | +43.2% | +15.0% |
| 6M | +5.7% | +71.3% | -65.6% | -7.6% |
| YTD | -9.7% | +81.2% | -90.9% | -22.3% |
| 1Y | -12.5% | +98.5% | -111.0% | -27.0% |
| 3Y | +21.8% | +428.2% | -406.4% | -26.1% |
| All | +9.5% | +657.3% | -647.8% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling