+255.9%
SPOT vs FDX
+73.6%
+182.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -3.0% | -2.1% | -0.9% | -2.8% |
| 30D | +15.2% | +10.4% | +4.8% | +14.5% |
| 3M | +21.6% | +0.5% | +21.1% | +21.5% |
| 6M | +45.2% | +6.5% | +38.7% | +44.5% |
| YTD | +4.9% | +40.2% | -35.3% | +1.5% |
| 1Y | -4.8% | +52.1% | -56.9% | -8.7% |
| All | +255.9% | +73.6% | +182.2% | +238.3% |
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 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