+331.8%
SPGI vs FDX
+153.7%
+178.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +18.4% | +6.6% | +11.8% | +16.3% |
| 3M | +15.7% | -2.1% | +17.8% | +16.4% |
| 6M | +17.3% | +2.2% | +15.1% | +16.0% |
| YTD | -4.7% | +33.9% | -38.7% | -13.7% |
| 1Y | +1.8% | +50.2% | -48.4% | -11.0% |
| 3Y | +31.7% | +65.5% | -33.8% | +8.0% |
| 5Y | +12.1% | +74.1% | -62.0% | -12.5% |
| All | +331.8% | +153.7% | +178.1% | +172.4% |
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