+153.4%
FDX vs SRE
+117.6%
+35.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.5% | -8.2% | +8.6% | +3.9% |
| 30D | +9.5% | -3.6% | +13.2% | +11.1% |
| 3M | -1.3% | -6.3% | +4.9% | +1.0% |
| 6M | +5.5% | -13.0% | +18.6% | +11.2% |
| YTD | +38.9% | -9.2% | +48.1% | +43.4% |
| 1Y | +58.8% | -13.1% | +71.9% | +66.8% |
| 3Y | +71.1% | +22.4% | +48.7% | +51.1% |
| 5Y | +76.3% | +47.1% | +29.2% | +41.2% |
| 10Y | +153.4% | +121.0% | +32.4% | +91.1% |
| All | +153.4% | +117.6% | +35.8% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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