+14.0%
SPGI vs FLUT
-49.0%
+63.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | +14.3% | +5.0% | +9.3% | +13.3% |
| 3M | +14.5% | -16.4% | +30.9% | +17.1% |
| 6M | +17.3% | -14.6% | +31.9% | +19.3% |
| YTD | -4.6% | -61.9% | +57.3% | +7.9% |
| 1Y | +0.8% | -65.0% | +65.8% | +15.0% |
| 3Y | +28.8% | -44.8% | +73.6% | +36.3% |
| 5Y | +14.0% | -49.9% | +63.9% | +15.5% |
| All | +14.0% | -49.0% | +63.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling