+72.2%
FDX vs SITM
+140.0%
-67.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -2.3% | +3.7% | -6.0% | -2.6% |
| 30D | -4.9% | -14.5% | +9.6% | -4.0% |
| 3M | -6.5% | -10.6% | +4.1% | -6.4% |
| 6M | +6.7% | +65.5% | -58.9% | -0.3% |
| YTD | +33.9% | +67.0% | -33.1% | +24.5% |
| 1Y | +72.2% | +138.6% | -66.4% | +55.9% |
| All | +72.2% | +140.0% | -67.8% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling