+2,789.9%
SPGI vs FLR
+532.1%
+2,257.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.6% | +5.1% | -3.5% | +0.4% |
| 30D | +16.1% | -0.5% | +16.5% | +15.8% |
| 3M | +15.5% | -3.5% | +18.9% | +15.6% |
| 6M | +19.6% | +16.5% | +3.2% | +13.4% |
| YTD | -3.6% | +27.3% | -30.9% | -11.4% |
| 1Y | +2.2% | +10.6% | -8.4% | -3.2% |
| 3Y | +30.1% | +39.4% | -9.3% | +10.8% |
| 5Y | +14.9% | +126.4% | -111.5% | -15.8% |
| 10Y | +334.0% | +8.4% | +325.6% | +207.5% |
| All | +2,789.9% | +532.1% | +2,257.8% | +1,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling