+59.0%
FDX vs SN
+671.3%
-612.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.9% |
| 7D | +5.2% | +1.5% | +3.6% | +4.9% |
| 30D | +11.3% | +21.5% | -10.2% | +7.0% |
| 3M | -4.1% | +20.0% | -24.2% | -7.8% |
| 6M | +9.6% | +119.9% | -110.3% | -7.4% |
| YTD | +40.9% | +102.3% | -61.4% | +20.3% |
| 1Y | +53.0% | +148.0% | -95.0% | +25.0% |
| 3Y | +74.1% | +450.0% | -375.9% | +30.2% |
| All | +59.0% | +671.3% | -612.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling