+2,718.4%
FDX vs SPG
+5,256.9%
-2,538.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | -1.3% | +2.7% | -4.0% | -2.3% |
| 6M | +5.0% | +5.5% | -0.4% | +2.9% |
| YTD | +39.6% | +15.7% | +23.9% | +32.3% |
| 1Y | +81.1% | +20.9% | +60.3% | +68.8% |
| 3Y | +63.0% | +112.4% | -49.3% | +23.9% |
| 5Y | +65.6% | +101.4% | -35.7% | +26.8% |
| 10Y | +183.4% | +60.6% | +122.7% | +108.7% |
| All | +2,718.4% | +5,256.9% | -2,538.5% | +624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling