+155.7%
FDX vs SIMO
+453.3%
-297.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | -0.4% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | +10.4% | -25.4% | +35.8% | +14.5% |
| 3M | +0.5% | -17.8% | +18.2% | +1.1% |
| 6M | +6.5% | -29.6% | +36.0% | +7.5% |
| YTD | +40.2% | +100.3% | -60.1% | +9.5% |
| 1Y | +52.1% | +100.4% | -48.3% | +18.5% |
| 3Y | +72.8% | +246.1% | -173.3% | +14.2% |
| 5Y | +76.3% | +189.8% | -113.5% | +16.1% |
| 10Y | +155.7% | +434.6% | -278.9% | +31.6% |
| All | +155.7% | +453.3% | -297.6% | +31.6% |
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