+4,087.3%
FDX vs SU
+60,256.6%
-56,169.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -2.5% | +3.6% | -6.1% | -2.5% |
| 30D | +3.8% | +7.9% | -4.1% | +3.8% |
| 3M | -1.3% | +3.5% | -4.8% | -1.3% |
| 6M | +5.0% | +19.0% | -13.9% | +5.0% |
| YTD | +39.6% | +55.0% | -15.3% | +39.6% |
| 1Y | +81.1% | +71.2% | +9.9% | +81.0% |
| 3Y | +63.0% | +117.4% | -54.4% | +62.9% |
| 5Y | +65.6% | +335.2% | -269.5% | +65.4% |
| 10Y | +183.4% | +248.7% | -65.4% | +183.0% |
| All | +4,087.3% | +60,256.6% | -56,169.3% | +4,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling