+334.0%
SPGI vs FDX
+155.6%
+178.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +16.1% | +9.5% | +6.6% | +13.1% |
| 3M | +15.5% | -1.3% | +16.8% | +15.8% |
| 6M | +19.6% | +5.5% | +14.1% | +17.3% |
| YTD | -3.6% | +38.9% | -42.5% | -13.6% |
| 1Y | +2.2% | +58.8% | -56.6% | -12.0% |
| 3Y | +30.1% | +71.1% | -41.0% | +5.7% |
| 5Y | +14.9% | +76.3% | -61.4% | -10.4% |
| 10Y | +334.0% | +153.4% | +180.6% | +173.5% |
| All | +334.0% | +155.6% | +178.4% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling