+64.4%
FDX vs SITM
+168.3%
-103.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | -3.3% | +8.4% | -11.7% | -4.3% |
| 30D | -1.4% | -17.4% | +16.0% | +0.7% |
| 3M | -4.5% | -9.8% | +5.3% | -4.6% |
| 6M | +9.4% | +83.0% | -73.6% | -2.3% |
| YTD | +36.0% | +69.6% | -33.6% | +21.8% |
| 1Y | +75.5% | +144.9% | -69.4% | +47.5% |
| 3Y | +62.8% | +429.9% | -367.1% | +13.7% |
| 5Y | +64.4% | +169.2% | -104.8% | +14.5% |
| All | +64.4% | +168.3% | -103.9% | +14.5% |
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