+62.9%
FDX vs SU
+360.6%
-297.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.9% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | -4.9% | +10.7% | -15.6% | -6.7% |
| 3M | -6.5% | +13.5% | -20.0% | -8.9% |
| 6M | +6.7% | +21.8% | -15.2% | +1.5% |
| YTD | +33.9% | +58.8% | -25.0% | +20.1% |
| 1Y | +72.2% | +72.0% | +0.1% | +51.6% |
| 3Y | +60.2% | +121.7% | -61.5% | +33.0% |
| 5Y | +62.9% | +350.4% | -287.5% | +26.2% |
| All | +62.9% | +360.6% | -297.7% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling