+1,515.3%
FDX vs SRE
+1,525.5%
-10.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +3.8% | -0.7% | +4.5% | +4.0% |
| 3M | -1.3% | -6.3% | +5.0% | +1.1% |
| 6M | +5.0% | -10.7% | +15.7% | +9.4% |
| YTD | +39.6% | -3.5% | +43.1% | +40.9% |
| 1Y | +81.1% | +5.3% | +75.8% | +76.2% |
| 3Y | +63.0% | +31.8% | +31.3% | +41.2% |
| 5Y | +65.6% | +47.4% | +18.2% | +35.5% |
| 10Y | +183.4% | +120.6% | +62.8% | +91.1% |
| All | +1,515.3% | +1,525.5% | -10.2% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling