+149.2%
FDX vs SIMO
+379.7%
-230.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.4% |
| 7D | -1.6% | -22.0% | +20.4% | +1.9% |
| 30D | +6.6% | -43.0% | +49.7% | +15.5% |
| 3M | -2.1% | -39.1% | +37.1% | +3.6% |
| 6M | +2.2% | -33.3% | +35.4% | +3.8% |
| YTD | +33.9% | +77.0% | -43.0% | +6.8% |
| 1Y | +50.2% | +73.0% | -22.8% | +20.1% |
| 3Y | +65.5% | +215.7% | -150.2% | +10.8% |
| 5Y | +74.1% | +155.6% | -81.6% | +17.1% |
| All | +149.2% | +379.7% | -230.4% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling