+156.3%
FDX vs SM
+4.9%
+151.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.8% |
| 7D | +0.2% | -22.3% | +22.5% | +2.9% |
| 30D | +9.3% | -21.4% | +30.7% | +12.0% |
| 3M | +0.5% | +1.4% | -0.9% | -0.4% |
| 6M | +5.3% | +0.1% | +5.2% | +3.9% |
| YTD | +38.6% | +59.0% | -20.4% | +28.0% |
| 1Y | +53.5% | +64.3% | -10.8% | +41.0% |
| 3Y | +74.2% | -13.1% | +87.4% | +69.8% |
| 5Y | +75.3% | -13.9% | +89.1% | +65.9% |
| 10Y | +156.3% | +1.7% | +154.6% | +83.2% |
| All | +156.3% | +4.9% | +151.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling