+1,449.4%
FDX vs SRE
+1,424.7%
+24.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.9% |
| 7D | -1.6% | -9.2% | +7.5% | +2.2% |
| 30D | +6.6% | -1.9% | +8.5% | +7.4% |
| 3M | -2.1% | -6.5% | +4.5% | +0.4% |
| 6M | +2.2% | -15.2% | +17.4% | +8.7% |
| YTD | +33.9% | -9.5% | +43.4% | +38.4% |
| 1Y | +50.2% | -13.2% | +63.4% | +57.8% |
| 3Y | +65.5% | +19.5% | +46.1% | +49.3% |
| 5Y | +74.1% | +43.6% | +30.5% | +43.9% |
| 10Y | +156.7% | +109.9% | +46.8% | +76.6% |
| All | +1,449.4% | +1,424.7% | +24.7% | +454.6% |
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 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