+156.3%
FDX vs SPY
+315.0%
-158.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +9.3% | -3.3% | +12.6% | +13.2% |
| 3M | +0.5% | -2.4% | +2.9% | +2.9% |
| 6M | +5.3% | +2.6% | +2.8% | +2.2% |
| YTD | +38.6% | +11.2% | +27.4% | +23.3% |
| 1Y | +53.5% | +13.4% | +40.1% | +33.6% |
| 3Y | +74.2% | +79.9% | -5.7% | -8.8% |
| 5Y | +75.3% | +72.2% | +3.1% | -3.7% |
| 10Y | +156.3% | +307.3% | -151.1% | -48.3% |
| All | +156.3% | +315.0% | -158.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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