+343.3%
SPGI vs FLR
+7.4%
+336.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.2% | +5.4% | -4.1% | +0.5% |
| 30D | +15.9% | +2.8% | +13.1% | +15.3% |
| 3M | +12.3% | -6.4% | +18.7% | +12.9% |
| 6M | +23.7% | +8.8% | +14.9% | +21.0% |
| YTD | -3.5% | +23.6% | -27.1% | -7.9% |
| 1Y | +0.4% | +13.8% | -13.4% | -3.1% |
| 3Y | +29.9% | +36.5% | -6.6% | +18.4% |
| 5Y | +15.2% | +119.3% | -104.2% | -3.3% |
| All | +343.3% | +7.4% | +336.0% | +247.7% |
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