+14,609.4%
SPGI vs FDX
+4,056.7%
+10,552.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.8% |
| 30D | +18.4% | +6.6% | +11.8% | +16.1% |
| 3M | +15.7% | -2.1% | +17.8% | +16.4% |
| 6M | +17.3% | +2.2% | +15.1% | +15.9% |
| YTD | -4.7% | +33.9% | -38.7% | -14.0% |
| 1Y | +1.8% | +50.2% | -48.4% | -11.4% |
| 3Y | +31.7% | +65.5% | -33.8% | +7.8% |
| 5Y | +12.1% | +74.1% | -62.0% | -12.4% |
| 10Y | +341.9% | +156.7% | +185.3% | +187.2% |
| All | +14,609.4% | +4,056.7% | +10,552.7% | +5,221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling