+66.1%
FDX vs SPXS
-80.8%
+146.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.1% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +3.8% | +0.8% | +3.0% | +4.2% |
| 3M | -1.3% | -4.7% | +3.4% | -2.0% |
| 6M | +5.0% | -29.6% | +34.7% | -4.3% |
| YTD | +39.6% | -29.8% | +69.5% | +27.5% |
| 1Y | +81.1% | -38.9% | +120.1% | +59.3% |
| All | +66.1% | -80.8% | +146.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling