+489.9%
FDX vs SIMO
+2,080.4%
-1,590.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.4% |
| 7D | -1.6% | -22.0% | +20.4% | +1.8% |
| 30D | +6.6% | -43.0% | +49.7% | +15.1% |
| 3M | -2.1% | -39.1% | +37.1% | +3.4% |
| 6M | +2.2% | -33.3% | +35.4% | +4.2% |
| YTD | +33.9% | +77.0% | -43.0% | +12.7% |
| 1Y | +50.2% | +73.0% | -22.8% | +26.6% |
| 3Y | +65.5% | +215.7% | -150.2% | +23.0% |
| 5Y | +74.1% | +155.6% | -81.6% | +30.3% |
| 10Y | +156.7% | +388.4% | -231.7% | +65.3% |
| All | +489.9% | +2,080.4% | -1,590.6% | +126.4% |
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