+3,916.3%
FDX vs SYY
+4,308.1%
-391.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.6% |
| 7D | -1.6% | -7.3% | +5.6% | +1.0% |
| 30D | +6.6% | +0.1% | +6.5% | +6.3% |
| 3M | -2.1% | -8.2% | +6.2% | +0.8% |
| 6M | +2.2% | +6.3% | -4.1% | -0.9% |
| YTD | +33.9% | +7.3% | +26.6% | +28.2% |
| 1Y | +50.2% | +8.5% | +41.8% | +43.2% |
| 3Y | +65.5% | +24.9% | +40.6% | +47.4% |
| 5Y | +74.1% | +8.0% | +66.0% | +63.1% |
| 10Y | +156.7% | +107.2% | +49.5% | +74.5% |
| All | +3,916.3% | +4,308.1% | -391.7% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling