+65.5%
FDX vs SN
+397.9%
-332.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.4% |
| 7D | -1.6% | +7.2% | -8.8% | -3.3% |
| 30D | +6.6% | +20.4% | -13.8% | +1.9% |
| 3M | -2.1% | +23.9% | -26.0% | -7.3% |
| 6M | +2.2% | +93.0% | -90.9% | -14.2% |
| YTD | +33.9% | +99.2% | -65.3% | +10.7% |
| 1Y | +50.2% | +142.6% | -92.4% | +17.5% |
| 3Y | +65.5% | +398.8% | -333.3% | +6.1% |
| All | +65.5% | +397.9% | -332.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling