+76.3%
FDX vs SITM
+102.3%
-26.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.2% |
| 7D | -2.1% | +17.2% | -19.2% | -4.2% |
| 30D | +10.4% | -17.1% | +27.5% | +12.2% |
| 3M | +0.5% | -29.2% | +29.6% | +3.4% |
| 6M | +6.5% | -47.6% | +54.1% | +12.5% |
| YTD | +40.2% | +33.8% | +6.4% | +27.6% |
| 1Y | +52.1% | +54.1% | -2.0% | +35.1% |
| 3Y | +72.8% | +337.6% | -264.7% | +21.0% |
| 5Y | +76.3% | +89.7% | -13.4% | +27.2% |
| All | +76.3% | +102.3% | -26.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling