+65.8%
FDX vs SBAC
-8.8%
+74.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +3.8% | +6.9% | -3.1% | +3.1% |
| 3M | -1.3% | -8.2% | +6.9% | -0.5% |
| 6M | +5.0% | -1.6% | +6.7% | +5.2% |
| YTD | +39.6% | -0.1% | +39.8% | +39.6% |
| 1Y | +81.1% | -0.5% | +81.6% | +81.1% |
| All | +65.8% | -8.8% | +74.6% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling