+183.9%
FDX vs SFM
+326.6%
-142.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.9% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | +3.8% | -4.4% | +8.2% | +4.2% |
| 3M | -1.3% | +1.5% | -2.8% | -1.8% |
| 6M | +5.0% | +6.5% | -1.5% | +3.5% |
| YTD | +39.6% | +2.2% | +37.5% | +38.0% |
| 1Y | +81.1% | -41.9% | +123.0% | +91.4% |
| 3Y | +63.0% | +106.8% | -43.7% | +43.4% |
| 5Y | +65.6% | +231.6% | -166.0% | +33.5% |
| All | +183.9% | +326.6% | -142.8% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling