+0.4%
SPGI vs FLR
+8.4%
-7.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.2% | +5.4% | -4.1% | +1.3% |
| 30D | +15.9% | +2.8% | +13.1% | +16.0% |
| 3M | +12.3% | -6.4% | +18.7% | +12.4% |
| 6M | +23.7% | +8.8% | +14.9% | +22.5% |
| YTD | -3.5% | +23.6% | -27.1% | -6.1% |
| 1Y | +0.4% | +13.8% | -13.4% | -2.0% |
| All | +0.4% | +8.4% | -7.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling