+177.0%
FDX vs SPMO
+514.3%
-337.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +2.2% |
| 7D | -3.9% | +0.1% | -3.9% | -4.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.0% |
| 3M | -2.0% | +2.8% | -4.8% | -5.3% |
| 6M | +8.0% | +24.4% | -16.4% | -10.7% |
| YTD | +35.0% | +24.2% | +10.8% | +11.6% |
| 1Y | +73.7% | +24.5% | +49.2% | +42.9% |
| 3Y | +61.6% | +155.6% | -94.0% | -28.2% |
| 5Y | +65.4% | +148.2% | -82.8% | -24.9% |
| All | +177.0% | +514.3% | -337.3% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling