+2.2%
SPGI vs FDX
+53.9%
-51.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +16.1% | +9.5% | +6.6% | +15.5% |
| 3M | +15.5% | -1.3% | +16.8% | +15.3% |
| 6M | +19.6% | +5.5% | +14.1% | +19.9% |
| YTD | -3.6% | +38.9% | -42.5% | -5.7% |
| 1Y | +2.2% | +58.8% | -56.6% | -2.5% |
| All | +2.2% | +53.9% | -51.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling