+3,430.3%
FDX vs SM
+1,302.7%
+2,127.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | -1.6% | -25.9% | +24.3% | +1.8% |
| 30D | +6.6% | -15.1% | +21.7% | +8.4% |
| 3M | -2.1% | +4.9% | -6.9% | -3.4% |
| 6M | +2.2% | +6.1% | -4.0% | 0.0% |
| YTD | +33.9% | +63.4% | -29.5% | +22.9% |
| 1Y | +50.2% | +72.5% | -22.2% | +36.7% |
| 3Y | +65.5% | -16.9% | +82.4% | +62.2% |
| 5Y | +74.1% | -10.6% | +84.7% | +63.5% |
| 10Y | +156.7% | +11.3% | +145.4% | +77.2% |
| All | +3,430.3% | +1,302.7% | +2,127.7% | +1,629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling