+771.9%
FDX vs SPXU
-100.0%
+871.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | -0.5% |
| 7D | -2.1% | +1.5% | -3.6% | -1.0% |
| 30D | +10.4% | +6.4% | +4.1% | +13.7% |
| 3M | +0.5% | +4.2% | -3.8% | +3.0% |
| 6M | +6.5% | -7.8% | +14.3% | +5.3% |
| YTD | +40.2% | -27.5% | +67.8% | +28.7% |
| 1Y | +52.1% | -27.1% | +79.2% | +40.3% |
| 3Y | +72.8% | -80.8% | +153.6% | +7.8% |
| 5Y | +76.3% | -84.1% | +160.4% | +21.6% |
| 10Y | +155.7% | -99.5% | +255.3% | -29.8% |
| All | +771.9% | -100.0% | +871.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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