+2,335.3%
SPGI vs FLUT
+2,054.3%
+281.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +0.1% | -1.6% | +1.8% | +0.2% |
| 30D | +8.4% | +7.7% | +0.7% | +7.8% |
| 3M | +11.8% | -0.7% | +12.5% | +11.7% |
| 6M | +5.7% | -11.2% | +16.9% | +6.2% |
| YTD | -9.7% | -53.4% | +43.8% | -6.0% |
| 1Y | -12.5% | -65.8% | +53.3% | -7.5% |
| 3Y | +21.8% | -44.9% | +66.8% | +24.9% |
| 5Y | +8.2% | -49.7% | +57.9% | +9.9% |
| 10Y | +309.5% | -9.7% | +319.2% | +304.1% |
| All | +2,335.3% | +2,054.3% | +281.0% | +2,198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling