+86.7%
SPYG vs FLR
+238.1%
-151.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | -1.5% | +4.2% | -5.7% | -2.4% |
| 3M | +3.7% | +8.1% | -4.3% | +1.4% |
| 6M | +16.4% | +21.5% | -5.1% | +10.2% |
| YTD | +13.3% | +36.8% | -23.4% | +4.3% |
| 1Y | +17.9% | +31.2% | -13.3% | +9.0% |
| 3Y | +98.3% | +53.9% | +44.5% | +69.7% |
| All | +86.7% | +238.1% | -151.5% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling