+65.5%
FDX vs SRE
+18.5%
+47.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.1% |
| 7D | -1.6% | -9.2% | +7.5% | +1.1% |
| 30D | +6.6% | -1.9% | +8.5% | +7.2% |
| 3M | -2.1% | -6.5% | +4.5% | -0.3% |
| 6M | +2.2% | -15.2% | +17.4% | +7.0% |
| YTD | +33.9% | -9.5% | +43.4% | +37.4% |
| 1Y | +50.2% | -13.2% | +63.4% | +56.0% |
| 3Y | +65.5% | +19.5% | +46.1% | +49.7% |
| All | +65.5% | +18.5% | +47.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling