+64.4%
FDX vs SPMO
+149.9%
-85.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -3.3% | +3.4% | -6.7% | -5.3% |
| 30D | -1.4% | +0.5% | -1.9% | -1.9% |
| 3M | -4.5% | +1.9% | -6.4% | -6.6% |
| 6M | +9.4% | +27.8% | -18.4% | -9.3% |
| YTD | +36.0% | +26.7% | +9.4% | +13.3% |
| 1Y | +75.5% | +28.9% | +46.6% | +44.1% |
| 3Y | +62.8% | +160.7% | -97.9% | -25.8% |
| 5Y | +64.4% | +150.2% | -85.8% | -24.8% |
| All | +64.4% | +149.9% | -85.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling