+183.9%
FDX vs SPY
+313.2%
-129.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | -1.3% | +2.0% | -3.3% | -3.4% |
| 6M | +5.0% | +13.0% | -8.0% | -7.9% |
| YTD | +39.6% | +13.5% | +26.1% | +21.8% |
| 1Y | +81.1% | +20.0% | +61.2% | +48.7% |
| 3Y | +63.0% | +77.2% | -14.1% | -12.9% |
| 5Y | +65.6% | +81.9% | -16.3% | -14.3% |
| All | +183.9% | +313.2% | -129.3% | -42.1% |
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