+74.2%
FDX vs SIMO
+229.1%
-154.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +3.0% |
| 7D | +0.2% | -8.5% | +8.6% | +0.7% |
| 30D | +9.3% | -34.8% | +44.1% | +12.7% |
| 3M | +0.5% | -32.8% | +33.3% | +2.5% |
| 6M | +5.3% | -32.0% | +37.4% | +5.9% |
| YTD | +38.6% | +87.0% | -48.4% | +15.2% |
| 1Y | +53.5% | +86.1% | -32.6% | +27.5% |
| 3Y | +74.2% | +226.4% | -152.2% | +11.7% |
| All | +74.2% | +229.1% | -154.8% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling