+70.8%
SAP vs FDX
+72.6%
-1.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.5% |
| 7D | -0.7% | -1.6% | +1.0% | -0.3% |
| 30D | +11.1% | +6.6% | +4.5% | +9.4% |
| 3M | +17.0% | -2.1% | +19.1% | +17.5% |
| 6M | +34.8% | +2.2% | +32.7% | +33.6% |
| YTD | -2.2% | +33.9% | -36.2% | -10.3% |
| 1Y | -6.4% | +50.2% | -56.7% | -16.8% |
| 3Y | +75.1% | +65.5% | +9.6% | +45.9% |
| All | +70.8% | +72.6% | -1.8% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling