+65.8%
FDX vs SIMO
+418.6%
-352.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.4% |
| 7D | -2.5% | +4.2% | -6.8% | -3.0% |
| 30D | +3.8% | +4.1% | -0.3% | +2.9% |
| 3M | -1.3% | -12.9% | +11.6% | -1.1% |
| 6M | +5.0% | +110.3% | -105.3% | -8.6% |
| YTD | +39.6% | +178.6% | -138.9% | +13.3% |
| 1Y | +81.1% | +220.0% | -138.9% | +41.4% |
| All | +65.8% | +418.6% | -352.7% | +6.5% |
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