+70.0%
FDX vs SIMO
+154.7%
-84.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.2% |
| 7D | -1.6% | -22.0% | +20.4% | +0.8% |
| 30D | +6.6% | -43.0% | +49.7% | +12.8% |
| 3M | -2.1% | -39.1% | +37.1% | +1.9% |
| 6M | +2.2% | -33.3% | +35.4% | +3.2% |
| YTD | +33.9% | +77.0% | -43.0% | +11.3% |
| 1Y | +50.2% | +73.0% | -22.8% | +25.1% |
| 3Y | +65.5% | +215.7% | -150.2% | +17.8% |
| All | +70.0% | +154.7% | -84.6% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling