+153.5%
FDX vs SYY
+88.7%
+64.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +11.3% | -4.8% | +16.1% | +13.2% |
| 3M | -4.1% | -7.1% | +3.0% | -1.6% |
| 6M | +9.6% | +6.8% | +2.8% | +5.9% |
| YTD | +40.9% | +7.7% | +33.2% | +34.2% |
| 1Y | +53.0% | +5.7% | +47.3% | +46.9% |
| 3Y | +74.1% | +24.6% | +49.5% | +53.5% |
| 5Y | +75.1% | +15.6% | +59.5% | +58.6% |
| All | +153.5% | +88.7% | +64.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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