+13.7%
SPGI vs FLEX
+421.8%
-408.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.4% |
| 7D | +1.2% | +7.5% | -6.2% | +0.7% |
| 30D | +15.9% | -25.3% | +41.2% | +17.9% |
| 3M | +12.3% | -39.7% | +52.0% | +16.0% |
| 6M | +23.7% | -47.9% | +71.6% | +28.0% |
| YTD | -3.5% | +24.1% | -27.6% | -15.5% |
| 1Y | +0.4% | +26.0% | -25.5% | -12.7% |
| 3Y | +29.9% | +282.7% | -252.8% | -22.7% |
| All | +13.7% | +421.8% | -408.0% | -41.6% |
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