+3,313.4%
FDX vs SPY
+2,954.7%
+358.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -3.0% |
| 7D | -1.6% | -2.7% | +1.1% | +1.0% |
| 30D | +6.6% | -5.4% | +12.0% | +12.4% |
| 3M | -2.1% | -4.1% | +2.0% | +1.8% |
| 6M | +2.2% | +0.7% | +1.5% | +1.3% |
| YTD | +33.9% | +8.7% | +25.3% | +23.3% |
| 1Y | +50.2% | +10.9% | +39.4% | +35.4% |
| 3Y | +65.5% | +75.0% | -9.5% | -4.4% |
| 5Y | +74.1% | +67.8% | +6.3% | +4.7% |
| 10Y | +156.7% | +312.9% | -156.2% | -32.8% |
| All | +3,313.4% | +2,954.7% | +358.7% | +51.1% |
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 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