+31.7%
SPGI vs FLUT
-52.0%
+83.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.7% |
| 7D | +0.3% | -1.1% | +1.3% | +0.4% |
| 30D | +18.4% | +7.7% | +10.7% | +16.8% |
| 3M | +15.7% | -12.2% | +27.9% | +17.5% |
| 6M | +17.3% | -17.6% | +34.8% | +20.0% |
| YTD | -4.7% | -62.0% | +57.3% | +7.7% |
| 1Y | +1.8% | -62.3% | +64.1% | +14.7% |
| 3Y | +31.7% | -52.0% | +83.6% | +46.5% |
| All | +31.7% | -52.0% | +83.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling