+2.2%
FDX vs SFM
-37.6%
+39.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -2.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +6.6% | -24.8% | +31.4% | +7.4% |
| 3M | -2.1% | -43.7% | +41.6% | -1.4% |
| 6M | +2.2% | -37.3% | +39.4% | +4.3% |
| All | +2.2% | -37.6% | +39.8% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling