+178.8%
FDX vs SPXS
-99.5%
+278.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.1% |
| 7D | -2.3% | +1.2% | -3.6% | -1.8% |
| 30D | -4.9% | +5.2% | -10.1% | -3.0% |
| 3M | -6.5% | -9.2% | +2.7% | -8.8% |
| 6M | +6.7% | -29.6% | +36.3% | -4.0% |
| YTD | +33.9% | -27.6% | +61.5% | +22.2% |
| 1Y | +72.2% | -36.7% | +108.9% | +51.0% |
| 3Y | +60.2% | -79.8% | +140.1% | +3.3% |
| 5Y | +62.9% | -85.9% | +148.8% | +8.8% |
| 10Y | +178.8% | -99.5% | +278.3% | -24.1% |
| All | +178.8% | -99.5% | +278.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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