+311.1%
SPOT vs FDX
+94.8%
+216.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.9% |
| 7D | +1.6% | +5.2% | -3.6% | 0.0% |
| 30D | +16.9% | +11.3% | +5.6% | +13.3% |
| 3M | +23.0% | -4.1% | +27.1% | +24.4% |
| 6M | +42.2% | +9.6% | +32.5% | +37.3% |
| YTD | +5.5% | +40.9% | -35.4% | -7.2% |
| 1Y | -5.1% | +53.0% | -58.1% | -18.8% |
| 3Y | +257.9% | +74.1% | +183.8% | +179.3% |
| 5Y | +118.4% | +75.1% | +43.3% | +65.3% |
| All | +311.1% | +94.8% | +216.4% | +182.4% |
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