+2.2%
FDX vs SIMO
-29.1%
+31.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -2.8% |
| 7D | -1.6% | -22.0% | +20.4% | -1.5% |
| 30D | +6.6% | -43.0% | +49.7% | +7.2% |
| 3M | -2.1% | -39.1% | +37.1% | -1.8% |
| 6M | +2.2% | -33.3% | +35.4% | +3.5% |
| All | +2.2% | -29.1% | +31.2% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling