+65.0%
FDX vs SBAC
+2.4%
+62.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.3% | +2.9% |
| 7D | +8.1% | +5.8% | +2.3% | +7.4% |
| 30D | +13.9% | +20.8% | -6.9% | +11.4% |
| 3M | +5.5% | +4.8% | +0.8% | +4.9% |
| 6M | +15.1% | -9.1% | +24.3% | +16.1% |
| YTD | +43.2% | +3.1% | +40.1% | +45.5% |
| 1Y | +65.0% | +2.2% | +62.9% | +68.4% |
| All | +65.0% | +2.4% | +62.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling