+67.1%
FDX vs SPMO
+160.2%
-93.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.3% |
| 7D | -2.5% | +2.0% | -4.5% | -3.5% |
| 30D | +3.8% | -0.4% | +4.2% | +3.9% |
| 3M | -1.3% | -1.9% | +0.6% | -1.1% |
| 6M | +5.0% | +25.0% | -20.0% | -8.6% |
| YTD | +39.6% | +26.0% | +13.6% | +20.8% |
| 1Y | +81.1% | +28.7% | +52.4% | +54.6% |
| All | +67.1% | +160.2% | -93.1% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling