+2,607.6%
SPGI vs FLR
+603.8%
+2,003.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.1% |
| 7D | +0.1% | +5.4% | -5.3% | -1.0% |
| 30D | +8.4% | +11.4% | -3.0% | +5.3% |
| 3M | +11.8% | +11.4% | +0.4% | +7.8% |
| 6M | +5.7% | +16.6% | -10.9% | -0.1% |
| YTD | -9.7% | +41.7% | -51.4% | -18.5% |
| 1Y | -12.5% | +35.4% | -47.9% | -20.8% |
| 3Y | +21.8% | +57.3% | -35.5% | +1.3% |
| 5Y | +8.2% | +241.0% | -232.8% | -28.2% |
| 10Y | +309.5% | +16.6% | +292.9% | +185.9% |
| All | +2,607.6% | +603.8% | +2,003.8% | +1,234.2% |
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