+62.8%
FDX vs SITM
+409.8%
-347.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.4% |
| 7D | -3.3% | +8.4% | -11.7% | -4.1% |
| 30D | -1.4% | -17.4% | +16.0% | +0.3% |
| 3M | -4.5% | -9.8% | +5.3% | -4.6% |
| 6M | +9.4% | +83.0% | -73.6% | -0.7% |
| YTD | +36.0% | +69.6% | -33.6% | +23.7% |
| 1Y | +75.5% | +144.9% | -69.4% | +51.1% |
| 3Y | +62.8% | +429.9% | -367.1% | +23.3% |
| All | +62.8% | +409.8% | -347.0% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling