+739.0%
SPYG vs FLR
+603.8%
+135.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +0.4% | +5.4% | -5.1% | -0.7% |
| 30D | -0.4% | +11.4% | -11.8% | -3.1% |
| 3M | +0.5% | +11.4% | -10.9% | -2.4% |
| 6M | +17.5% | +16.6% | +0.8% | +12.2% |
| YTD | +14.3% | +41.7% | -27.4% | +4.6% |
| 1Y | +21.7% | +35.4% | -13.7% | +12.0% |
| 3Y | +98.6% | +57.3% | +41.3% | +71.0% |
| 5Y | +85.1% | +241.0% | -155.9% | +31.5% |
| 10Y | +412.0% | +16.6% | +395.4% | +290.7% |
| All | +739.0% | +603.8% | +135.1% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling