+224.0%
SAP vs FDX
+155.6%
+68.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +8.8% | +9.5% | -0.7% | +6.0% |
| 3M | +12.1% | -1.3% | +13.4% | +12.4% |
| 6M | +34.6% | +5.5% | +29.0% | +31.8% |
| YTD | -2.1% | +38.9% | -41.0% | -12.5% |
| 1Y | -5.5% | +58.8% | -64.4% | -19.0% |
| 3Y | +67.4% | +71.1% | -3.7% | +35.3% |
| 5Y | +74.6% | +76.3% | -1.7% | +35.3% |
| 10Y | +224.0% | +153.4% | +70.6% | +106.6% |
| All | +224.0% | +155.6% | +68.4% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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