+208.2%
FDX vs SPMO
+495.2%
-287.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.6% |
| 7D | +5.2% | +6.3% | -1.2% | +0.6% |
| 30D | +11.3% | -8.9% | +20.1% | +18.0% |
| 3M | -4.1% | -13.2% | +9.1% | +4.9% |
| 6M | +9.6% | -9.3% | +18.9% | +14.4% |
| YTD | +40.9% | +11.6% | +29.3% | +24.9% |
| 1Y | +53.0% | +13.4% | +39.6% | +33.8% |
| 3Y | +74.1% | +122.9% | -48.8% | -13.6% |
| 5Y | +75.1% | +113.9% | -38.8% | -10.5% |
| 10Y | +156.9% | +460.5% | -303.6% | -27.6% |
| All | +208.2% | +495.2% | -287.0% | -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