+64.4%
FDX vs SYY
+18.1%
+46.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.3% | -2.8% | -0.5% | -2.3% |
| 30D | -1.4% | -5.3% | +3.9% | +0.6% |
| 3M | -4.5% | +5.1% | -9.6% | -6.6% |
| 6M | +9.4% | -5.0% | +14.4% | +10.6% |
| YTD | +36.0% | +10.7% | +25.3% | +28.6% |
| 1Y | +75.5% | +0.7% | +74.8% | +72.5% |
| 3Y | +62.8% | +24.0% | +38.8% | +42.8% |
| 5Y | +64.4% | +19.3% | +45.1% | +46.6% |
| All | +64.4% | +18.1% | +46.3% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling