+197.3%
FDX vs SITM
+4,608.4%
-4,411.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.4% |
| 7D | -2.5% | +9.7% | -12.2% | -3.7% |
| 30D | +3.8% | +12.7% | -8.9% | +1.4% |
| 3M | -1.3% | -13.4% | +12.1% | -1.0% |
| 6M | +5.0% | +59.6% | -54.6% | -4.5% |
| YTD | +39.6% | +73.3% | -33.7% | +24.7% |
| 1Y | +81.1% | +165.5% | -84.4% | +50.5% |
| 3Y | +63.0% | +368.7% | -305.7% | +16.7% |
| 5Y | +65.6% | +172.5% | -106.9% | +17.9% |
| All | +197.3% | +4,608.4% | -4,411.1% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling