+506.4%
FDX vs SIMO
+1,993.5%
-1,487.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.4% | +10.6% | -1.6% |
| 7D | +2.9% | -31.4% | +34.3% | +8.6% |
| 30D | +9.6% | -45.2% | +54.8% | +19.0% |
| 3M | +2.4% | -36.5% | +38.9% | +7.3% |
| 6M | +9.2% | -34.2% | +43.4% | +11.7% |
| YTD | +37.7% | +69.9% | -32.2% | +16.6% |
| 1Y | +56.1% | +60.4% | -4.3% | +33.3% |
| 3Y | +68.9% | +203.1% | -134.2% | +26.3% |
| 5Y | +79.0% | +145.4% | -66.5% | +34.8% |
| 10Y | +163.9% | +368.9% | -205.0% | +71.1% |
| All | +506.4% | +1,993.5% | -1,487.1% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling