+515.0%
FDX vs SIMO
+3,332.4%
-2,817.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.9% |
| 7D | -2.5% | +4.2% | -6.8% | -3.3% |
| 30D | +3.8% | +4.1% | -0.3% | +2.5% |
| 3M | -1.3% | -12.9% | +11.6% | -1.2% |
| 6M | +5.0% | +110.3% | -105.3% | -11.4% |
| YTD | +39.6% | +178.6% | -138.9% | +11.3% |
| 1Y | +81.1% | +220.0% | -138.9% | +40.3% |
| 3Y | +63.0% | +409.0% | -346.0% | +14.3% |
| 5Y | +65.6% | +277.3% | -211.7% | +18.6% |
| 10Y | +183.4% | +506.6% | -323.3% | +78.8% |
| All | +515.0% | +3,332.4% | -2,817.4% | +123.8% |
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