+68.8%
FDX vs SPYG
+85.2%
-16.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.8% |
| 30D | +3.8% | -0.4% | +4.2% | +4.1% |
| 3M | -1.3% | +0.5% | -1.8% | -1.9% |
| 6M | +5.0% | +17.5% | -12.4% | -6.1% |
| YTD | +39.6% | +14.3% | +25.3% | +26.8% |
| 1Y | +81.1% | +21.7% | +59.4% | +57.1% |
| 3Y | +63.0% | +98.6% | -35.6% | -2.7% |
| All | +68.8% | +85.2% | -16.4% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling