+29.9%
SPGI vs FDX
+74.4%
-44.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +1.2% | +5.2% | -4.0% | +0.4% |
| 30D | +15.9% | +11.3% | +4.6% | +14.1% |
| 3M | +12.3% | -4.1% | +16.4% | +12.9% |
| 6M | +23.7% | +9.6% | +14.0% | +21.8% |
| YTD | -3.5% | +40.9% | -44.4% | -9.5% |
| 1Y | +0.4% | +53.0% | -52.6% | -7.3% |
| 3Y | +29.9% | +74.1% | -44.2% | +13.4% |
| All | +29.9% | +74.4% | -44.5% | +13.4% |
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 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 · 6 months rolling