+203.8%
FDX vs SPMO
+483.2%
-279.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.5% | -2.6% | +3.1% | +2.2% |
| 30D | +9.5% | -14.2% | +23.8% | +21.3% |
| 3M | -1.3% | -12.7% | +11.3% | +7.5% |
| 6M | +5.5% | -9.6% | +15.1% | +10.3% |
| YTD | +38.9% | +9.3% | +29.6% | +25.0% |
| 1Y | +58.8% | +8.2% | +50.6% | +43.8% |
| 3Y | +71.1% | +119.4% | -48.3% | -14.1% |
| 5Y | +76.3% | +112.5% | -36.2% | -9.5% |
| 10Y | +153.4% | +449.2% | -295.8% | -27.5% |
| All | +203.8% | +483.2% | -279.4% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling