-48.8%
SE vs FDX
+65.6%
-114.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +4.5% |
| 7D | +6.7% | +8.1% | -1.5% | +6.9% |
| 30D | -17.2% | +13.9% | -31.1% | -16.9% |
| 3M | -28.0% | +5.5% | -33.6% | -28.0% |
| 6M | -6.1% | +15.1% | -21.2% | -6.1% |
| YTD | -37.1% | +43.2% | -80.3% | -29.0% |
| 1Y | -48.8% | +65.0% | -113.8% | -32.6% |
| All | -48.8% | +65.6% | -114.4% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling