+65.8%
FDX vs SM
-7.7%
+73.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +3.8% | +26.3% | -22.5% | +0.4% |
| 3M | -1.3% | +8.7% | -10.0% | -2.9% |
| 6M | +5.0% | +51.7% | -46.7% | -4.0% |
| YTD | +39.6% | +99.0% | -59.4% | +19.9% |
| 1Y | +81.1% | +34.6% | +46.5% | +68.8% |
| All | +65.8% | -7.7% | +73.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling