+811.4%
SPYM vs FDX
+426.7%
+384.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +2.6% | +5.2% | -2.6% | +0.8% |
| 30D | -2.0% | +11.3% | -13.3% | -5.6% |
| 3M | -2.8% | -4.1% | +1.3% | -1.6% |
| 6M | +2.2% | +9.6% | -7.5% | -1.7% |
| YTD | +11.5% | +40.9% | -29.4% | -2.3% |
| 1Y | +13.5% | +53.0% | -39.5% | -3.5% |
| 3Y | +78.0% | +74.1% | +3.9% | +39.4% |
| 5Y | +73.1% | +75.1% | -1.9% | +30.7% |
| 10Y | +310.9% | +156.9% | +153.9% | +147.3% |
| All | +811.4% | +426.7% | +384.8% | +265.5% |
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