+51.2%
FDX vs SN
+659.6%
-608.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.3% |
| 7D | -1.6% | +7.2% | -8.8% | -3.0% |
| 30D | +6.6% | +20.4% | -13.8% | +2.7% |
| 3M | -2.1% | +23.9% | -26.0% | -6.4% |
| 6M | +2.2% | +93.0% | -90.9% | -11.4% |
| YTD | +33.9% | +99.2% | -65.3% | +14.7% |
| 1Y | +50.2% | +142.6% | -92.4% | +23.2% |
| 3Y | +65.5% | +398.8% | -333.3% | +24.5% |
| All | +51.2% | +659.6% | -608.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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