+65.0%
FDX vs SPMO
+11.0%
+54.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +8.1% | -8.9% | +17.0% | +10.8% |
| 30D | +13.9% | -13.8% | +27.7% | +18.6% |
| 3M | +5.5% | -12.5% | +18.1% | +9.3% |
| 6M | +15.1% | -1.5% | +16.6% | +12.6% |
| YTD | +43.2% | +11.3% | +31.9% | +31.7% |
| 1Y | +65.0% | +11.5% | +53.6% | +52.0% |
| All | +65.0% | +11.0% | +54.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling