+50.0%
FDX vs SPYG
+8.1%
+41.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | +0.8% | +4.2% | -3.4% | -0.8% |
| 30D | +9.9% | -7.4% | +17.3% | +13.1% |
| 3M | -1.9% | -5.3% | +3.4% | 0.0% |
| 6M | +6.1% | -1.2% | +7.3% | +5.8% |
| YTD | +38.8% | +9.0% | +29.8% | +30.3% |
| 1Y | +50.0% | +8.8% | +41.2% | +40.6% |
| All | +50.0% | +8.1% | +41.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling