+3,458.8%
FDX vs SPY
+3,091.8%
+367.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +3.8% | +0.1% | +3.7% | +3.8% |
| 3M | -1.3% | +2.0% | -3.3% | -3.2% |
| 6M | +5.0% | +13.0% | -8.0% | -6.7% |
| YTD | +39.6% | +13.5% | +26.1% | +23.4% |
| 1Y | +81.1% | +20.0% | +61.2% | +51.6% |
| 3Y | +63.0% | +77.2% | -14.1% | -6.9% |
| 5Y | +65.6% | +81.9% | -16.3% | -7.8% |
| 10Y | +183.4% | +314.1% | -130.7% | -26.0% |
| All | +3,458.8% | +3,091.8% | +367.0% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling