+306.8%
SPGI vs FLR
+21.0%
+285.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | -2.5% | +0.7% | -3.1% | -2.6% |
| 30D | +5.4% | -0.7% | +6.1% | +5.4% |
| 3M | +9.0% | +14.3% | -5.3% | +6.5% |
| 6M | +0.8% | +25.6% | -24.8% | -3.4% |
| YTD | -12.6% | +42.9% | -55.4% | -17.8% |
| 1Y | -16.1% | +38.7% | -54.9% | -21.1% |
| 3Y | +19.0% | +61.8% | -42.8% | +6.4% |
| 5Y | +5.1% | +254.1% | -249.0% | -17.1% |
| All | +306.8% | +21.0% | +285.8% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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