+9.5%
SPGI vs FLR
+242.2%
-232.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.3% |
| 7D | +0.1% | +5.4% | -5.3% | -0.4% |
| 30D | +8.4% | +11.4% | -3.0% | +6.8% |
| 3M | +11.8% | +11.4% | +0.4% | +9.7% |
| 6M | +5.7% | +16.6% | -10.9% | +2.5% |
| YTD | -9.7% | +41.7% | -51.4% | -14.8% |
| 1Y | -12.5% | +35.4% | -47.9% | -17.3% |
| 3Y | +21.8% | +57.3% | -35.5% | +7.0% |
| All | +9.5% | +242.2% | -232.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling