+156.3%
FDX vs SPG
+117.3%
+39.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.8% |
| 7D | +0.2% | +5.1% | -4.9% | -1.5% |
| 30D | +9.3% | +16.8% | -7.5% | +3.6% |
| 3M | +0.5% | +5.7% | -5.2% | -1.4% |
| 6M | +5.3% | +17.8% | -12.5% | -0.6% |
| YTD | +38.6% | +30.1% | +8.5% | +26.4% |
| 1Y | +53.5% | +32.8% | +20.7% | +39.1% |
| 3Y | +74.2% | +137.2% | -63.0% | +30.3% |
| 5Y | +75.3% | +81.5% | -6.2% | +40.3% |
| 10Y | +156.3% | +116.5% | +39.7% | +96.9% |
| All | +156.3% | +117.3% | +39.0% | +96.9% |
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