+818.2%
FDX vs SBAC
+2,207.9%
-1,389.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | -1.6% | +1.2% | -2.9% | -1.8% |
| 30D | +6.6% | +11.2% | -4.6% | +5.3% |
| 3M | -2.1% | +4.5% | -6.5% | -2.6% |
| 6M | +2.2% | -12.2% | +14.3% | +3.4% |
| YTD | +33.9% | -0.1% | +34.1% | +33.1% |
| 1Y | +50.2% | -0.3% | +50.5% | +49.3% |
| 3Y | +65.5% | -8.7% | +74.3% | +65.1% |
| 5Y | +74.1% | -40.2% | +114.2% | +80.9% |
| 10Y | +156.7% | +97.3% | +59.4% | +132.5% |
| All | +818.2% | +2,207.9% | -1,389.7% | +507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling