+2,233.8%
SAP vs FDX
+2,442.8%
-209.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | +9.0% | +3.8% | +5.2% | +7.5% |
| 3M | +14.9% | -1.3% | +16.2% | +14.8% |
| 6M | +11.9% | +5.0% | +6.9% | +8.6% |
| YTD | -9.9% | +39.6% | -49.6% | -21.6% |
| 1Y | -19.5% | +81.1% | -100.7% | -36.5% |
| 3Y | +61.8% | +63.0% | -1.2% | +27.5% |
| 5Y | +56.2% | +65.6% | -9.4% | +18.0% |
| 10Y | +180.6% | +183.4% | -2.7% | +58.9% |
| All | +2,233.8% | +2,442.8% | -209.0% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling