+67.1%
FDX vs SFM
+230.0%
-162.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.8% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | +3.8% | -4.4% | +8.2% | +4.1% |
| 3M | -1.3% | +1.5% | -2.8% | -1.7% |
| 6M | +5.0% | +6.5% | -1.5% | +3.7% |
| YTD | +39.6% | +2.2% | +37.5% | +38.4% |
| 1Y | +81.1% | -41.9% | +123.0% | +91.1% |
| 3Y | +63.0% | +106.8% | -43.7% | +45.6% |
| All | +67.1% | +230.0% | -162.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling