+177.0%
FDX vs SU
+267.8%
-90.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -3.9% | +1.7% | -5.5% | -4.3% |
| 30D | -3.3% | +9.6% | -12.9% | -5.6% |
| 3M | -2.0% | +11.7% | -13.7% | -5.0% |
| 6M | +8.0% | +21.9% | -13.9% | +1.5% |
| YTD | +35.0% | +58.6% | -23.6% | +18.1% |
| 1Y | +73.7% | +66.5% | +7.2% | +49.7% |
| 3Y | +61.6% | +121.4% | -59.8% | +27.4% |
| 5Y | +65.4% | +355.7% | -290.3% | +2.6% |
| All | +177.0% | +267.8% | -90.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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