+734.9%
SPYG vs FLR
+609.6%
+125.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +3.4% | +14.3% | -11.0% | -0.2% |
| 6M | +18.9% | +25.6% | -6.7% | +11.8% |
| YTD | +13.8% | +42.9% | -29.1% | +3.9% |
| 1Y | +20.6% | +38.7% | -18.1% | +10.4% |
| 3Y | +100.5% | +61.8% | +38.7% | +71.7% |
| 5Y | +84.6% | +254.1% | -169.5% | +30.2% |
| 10Y | +410.8% | +20.0% | +390.8% | +286.8% |
| All | +734.9% | +609.6% | +125.3% | +273.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling