+5.7%
SPGI vs FLEX
+70.9%
-65.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.4% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | +8.4% | -10.1% | +18.6% | +7.3% |
| 3M | +11.8% | -31.3% | +43.2% | +8.5% |
| 6M | +5.7% | +71.3% | -65.6% | +6.4% |
| All | +5.7% | +70.9% | -65.2% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling