+9,453.4%
SPGI vs FLEX
+7,523.3%
+1,930.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +8.4% | -10.1% | +18.6% | +10.0% |
| 3M | +11.8% | -31.3% | +43.2% | +16.9% |
| 6M | +5.7% | +71.3% | -65.6% | -7.2% |
| YTD | -9.7% | +81.2% | -90.9% | -21.8% |
| 1Y | -12.5% | +98.5% | -111.0% | -25.9% |
| 3Y | +21.8% | +428.2% | -406.4% | -15.2% |
| 5Y | +8.2% | +657.3% | -649.1% | -29.9% |
| 10Y | +309.5% | +995.9% | -686.4% | +136.6% |
| All | +9,453.4% | +7,523.3% | +1,930.0% | +4,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling