+183.9%
FDX vs SPG
+59.6%
+124.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | +3.8% | -6.8% | +10.6% | +6.4% |
| 3M | -1.3% | +2.7% | -4.0% | -2.3% |
| 6M | +5.0% | +5.5% | -0.4% | +3.0% |
| YTD | +39.6% | +15.7% | +23.9% | +32.6% |
| 1Y | +81.1% | +20.9% | +60.3% | +69.4% |
| 3Y | +63.0% | +112.4% | -49.3% | +26.6% |
| 5Y | +65.6% | +101.4% | -35.7% | +29.3% |
| All | +183.9% | +59.6% | +124.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling