+64.4%
FDX vs SPXS
-85.9%
+150.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.1% |
| 7D | -3.3% | -1.5% | -1.8% | -3.8% |
| 30D | -1.4% | +3.7% | -5.1% | -0.1% |
| 3M | -4.5% | -9.6% | +5.1% | -6.8% |
| 6M | +9.4% | -32.4% | +41.8% | -1.8% |
| YTD | +36.0% | -28.7% | +64.7% | +24.7% |
| 1Y | +75.5% | -38.1% | +113.6% | +54.8% |
| 3Y | +62.8% | -80.1% | +142.9% | +9.2% |
| 5Y | +64.4% | -85.9% | +150.3% | +12.6% |
| All | +64.4% | -85.9% | +150.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling