+149.8%
FDX vs SRE
+126.1%
+23.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +9.9% | -4.1% | +14.0% | +11.7% |
| 3M | -1.9% | -7.3% | +5.4% | +0.9% |
| 6M | +6.1% | -14.1% | +20.2% | +12.3% |
| YTD | +38.8% | -8.5% | +47.3% | +42.9% |
| 1Y | +50.0% | -12.0% | +62.0% | +56.8% |
| 3Y | +71.0% | +23.4% | +47.7% | +50.5% |
| 5Y | +72.5% | +51.3% | +21.2% | +36.4% |
| All | +149.8% | +126.1% | +23.7% | +87.6% |
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