+178.8%
FDX vs SPYG
+412.5%
-233.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -4.9% | -1.7% | -3.2% | -3.6% |
| 3M | -6.5% | +3.6% | -10.1% | -9.4% |
| 6M | +6.7% | +16.6% | -9.9% | -6.7% |
| YTD | +33.9% | +13.4% | +20.5% | +19.6% |
| 1Y | +72.2% | +19.6% | +52.6% | +46.4% |
| 3Y | +60.2% | +99.8% | -39.5% | -15.4% |
| 5Y | +62.9% | +85.0% | -22.0% | -9.1% |
| 10Y | +178.8% | +422.1% | -243.3% | -45.4% |
| All | +178.8% | +412.5% | -233.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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