+185.0%
FDX vs SITM
+4,437.5%
-4,252.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -2.3% | +3.7% | -6.0% | -2.8% |
| 30D | -4.9% | -14.5% | +9.6% | -3.2% |
| 3M | -6.5% | -10.6% | +4.1% | -6.5% |
| 6M | +6.7% | +65.5% | -58.9% | -3.4% |
| YTD | +33.9% | +67.0% | -33.1% | +20.1% |
| 1Y | +72.2% | +138.6% | -66.4% | +45.2% |
| 3Y | +60.2% | +421.8% | -361.6% | +12.9% |
| 5Y | +62.9% | +172.4% | -109.5% | +16.0% |
| All | +185.0% | +4,437.5% | -4,252.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling