+120.2%
SPOT vs FDX
+77.4%
+42.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | +15.2% | +10.4% | +4.8% | +11.9% |
| 3M | +21.6% | +0.5% | +21.1% | +21.3% |
| 6M | +45.2% | +6.5% | +38.7% | +41.5% |
| YTD | +4.9% | +40.2% | -35.3% | -8.0% |
| 1Y | -4.8% | +52.1% | -56.9% | -18.9% |
| 3Y | +256.3% | +72.8% | +183.4% | +168.9% |
| 5Y | +120.2% | +76.3% | +43.9% | +62.6% |
| All | +120.2% | +77.4% | +42.8% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling