+820.9%
FDX vs SNY
+242.6%
+578.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.3% | -3.6% | +1.3% | -0.9% |
| 30D | -4.9% | -1.4% | -3.4% | -4.4% |
| 3M | -6.5% | -4.2% | -2.3% | -5.1% |
| 6M | +6.7% | +2.0% | +4.7% | +5.5% |
| YTD | +33.9% | -6.7% | +40.5% | +36.8% |
| 1Y | +72.2% | -4.7% | +76.9% | +74.0% |
| 3Y | +60.2% | -8.1% | +68.4% | +58.8% |
| 5Y | +62.9% | +8.2% | +54.7% | +47.1% |
| 10Y | +178.8% | +64.8% | +114.0% | +102.6% |
| All | +820.9% | +242.6% | +578.3% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling