+21.7%
SPYG vs FLR
+31.2%
-9.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +0.4% | +5.4% | -5.1% | -0.6% |
| 30D | -0.4% | +11.4% | -11.8% | -2.7% |
| 3M | +0.5% | +11.4% | -10.9% | -2.1% |
| 6M | +17.5% | +16.6% | +0.8% | +12.1% |
| YTD | +14.3% | +41.7% | -27.4% | +4.8% |
| 1Y | +21.7% | +35.4% | -13.7% | +12.2% |
| All | +21.7% | +31.2% | -9.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling