+597.0%
SE vs FDX
+100.8%
+496.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.3% |
| 7D | +0.6% | -3.3% | +3.9% | +2.0% |
| 30D | -0.1% | -1.4% | +1.3% | +0.2% |
| 3M | +34.1% | -4.5% | +38.6% | +35.7% |
| 6M | +23.2% | +9.4% | +13.8% | +16.4% |
| YTD | -11.2% | +36.0% | -47.2% | -24.5% |
| 1Y | -40.5% | +75.5% | -116.0% | -55.5% |
| 3Y | +196.3% | +62.8% | +133.5% | +117.1% |
| 5Y | -67.0% | +64.4% | -131.4% | -76.6% |
| All | +597.0% | +100.8% | +496.2% | +347.9% |
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