+65.0%
FDX vs SIMO
+94.5%
-29.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.2% | +3.7% |
| 7D | +8.1% | -16.9% | +25.0% | +8.4% |
| 30D | +13.9% | -35.4% | +49.3% | +14.9% |
| 3M | +5.5% | -31.9% | +37.4% | +6.0% |
| 6M | +15.1% | -19.3% | +34.4% | +14.8% |
| YTD | +43.2% | +98.5% | -55.3% | +33.7% |
| 1Y | +65.0% | +100.5% | -35.5% | +53.9% |
| All | +65.0% | +94.5% | -29.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling