+149.8%
FDX vs SPXS
-99.5%
+249.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -0.7% |
| 7D | +0.8% | -9.5% | +10.3% | -2.5% |
| 30D | +9.9% | +7.4% | +2.5% | +13.5% |
| 3M | -1.9% | +6.1% | -8.0% | +1.1% |
| 6M | +6.1% | -7.3% | +13.4% | +5.2% |
| YTD | +38.8% | -26.7% | +65.5% | +28.3% |
| 1Y | +50.0% | -26.2% | +76.2% | +39.4% |
| 3Y | +71.0% | -80.3% | +151.4% | +9.2% |
| 5Y | +72.5% | -83.4% | +155.9% | +22.7% |
| All | +149.8% | -99.5% | +249.3% | -31.8% |
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