+2,603.3%
FDX vs SPG
+5,805.1%
-3,201.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | -1.6% | +4.9% | -6.5% | -3.3% |
| 30D | +6.6% | +15.6% | -9.0% | +1.2% |
| 3M | -2.1% | +4.1% | -6.1% | -3.5% |
| 6M | +2.2% | +13.6% | -11.4% | -2.6% |
| YTD | +33.9% | +27.5% | +6.4% | +22.5% |
| 1Y | +50.2% | +32.2% | +18.0% | +35.6% |
| 3Y | +65.5% | +126.0% | -60.5% | +23.1% |
| 5Y | +74.1% | +74.7% | -0.7% | +40.1% |
| 10Y | +156.7% | +112.8% | +43.8% | +70.7% |
| All | +2,603.3% | +5,805.1% | -3,201.8% | +570.9% |
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 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