+177.2%
FDX vs SNY
+64.5%
+112.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.3% | -3.3% | +0.1% | -2.4% |
| 30D | -4.5% | -2.2% | -2.4% | -4.0% |
| 3M | -7.3% | -3.0% | -4.3% | -6.7% |
| 6M | +7.5% | +2.7% | +4.8% | +6.6% |
| YTD | +35.1% | -6.8% | +41.9% | +37.2% |
| 1Y | +71.4% | -5.3% | +76.7% | +73.1% |
| 3Y | +60.8% | -9.8% | +70.6% | +61.3% |
| 5Y | +65.5% | +9.7% | +55.8% | +52.3% |
| All | +177.2% | +64.5% | +112.7% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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