+3,580.6%
FDX vs SM
+1,608.3%
+1,972.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -1.3% | +8.7% | -10.0% | -2.9% |
| 6M | +5.0% | +51.7% | -46.7% | -1.8% |
| YTD | +39.6% | +99.0% | -59.4% | +25.7% |
| 1Y | +81.1% | +34.6% | +46.5% | +70.8% |
| 3Y | +63.0% | -7.8% | +70.8% | +58.3% |
| 5Y | +65.6% | +104.8% | -39.2% | +40.3% |
| 10Y | +183.4% | +7.2% | +176.1% | +97.2% |
| All | +3,580.6% | +1,608.3% | +1,972.3% | +1,668.4% |
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