+316.1%
FDX vs SFM
+40.3%
+275.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -2.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +6.6% | -24.8% | +31.4% | +9.7% |
| 3M | -2.1% | -43.7% | +41.6% | +4.2% |
| 6M | +2.2% | -37.3% | +39.4% | +6.9% |
| YTD | +33.9% | -38.4% | +72.3% | +39.7% |
| 1Y | +50.2% | -36.9% | +87.2% | +56.1% |
| 3Y | +65.5% | +20.7% | +44.9% | +53.7% |
| 5Y | +74.1% | +103.5% | -29.4% | +46.8% |
| 10Y | +156.7% | +139.7% | +16.9% | +102.6% |
| All | +316.1% | +40.3% | +275.8% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling