+4,087.3%
FDX vs SYY
+4,458.5%
-371.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -2.5% | -2.3% | -0.2% | -1.7% |
| 30D | +3.8% | -4.9% | +8.7% | +5.8% |
| 3M | -1.3% | +8.4% | -9.7% | -4.5% |
| 6M | +5.0% | -7.4% | +12.4% | +7.1% |
| YTD | +39.6% | +11.0% | +28.7% | +32.5% |
| 1Y | +81.1% | -0.2% | +81.4% | +78.9% |
| 3Y | +63.0% | +23.8% | +39.3% | +46.2% |
| 5Y | +65.6% | +18.1% | +47.5% | +50.0% |
| 10Y | +183.4% | +94.6% | +88.8% | +97.8% |
| All | +4,087.3% | +4,458.5% | -371.2% | +822.9% |
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