+149.8%
FDX vs SIMO
+423.7%
-274.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.7% |
| 7D | +0.8% | +14.9% | -14.1% | -1.5% |
| 30D | +9.9% | -27.0% | +36.9% | +14.4% |
| 3M | -1.9% | -25.4% | +23.5% | +0.5% |
| 6M | +6.1% | -30.3% | +36.3% | +7.2% |
| YTD | +38.8% | +95.8% | -57.0% | +8.8% |
| 1Y | +50.0% | +100.0% | -50.0% | +16.8% |
| 3Y | +71.0% | +238.3% | -167.2% | +13.4% |
| 5Y | +72.5% | +187.6% | -115.1% | +13.6% |
| All | +149.8% | +423.7% | -274.0% | +29.0% |
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