-60.5%
SPCH vs FDX
-5.7%
-54.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.5% | +8.5% | +10.8% |
| 7D | +6.2% | +0.2% | +6.0% | +6.9% |
| 30D | -28.1% | +9.3% | -37.4% | -30.0% |
| 3M | -0.5% | +0.5% | -1.0% | +0.7% |
| All | -60.5% | -5.7% | -54.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 3y: compounded portfolio wealth divided by compounded FDX 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…
3y analysis · Full analysis span regression · Available span rolling