-40.5%
SE vs FDX
+74.0%
-114.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.2% |
| 7D | +0.6% | -3.3% | +3.9% | +0.7% |
| 30D | -0.1% | -1.4% | +1.3% | -0.1% |
| 3M | +34.1% | -4.5% | +38.6% | +34.3% |
| 6M | +23.2% | +9.4% | +13.8% | +20.8% |
| YTD | -11.2% | +36.0% | -47.2% | -11.2% |
| 1Y | -40.5% | +75.5% | -116.0% | -45.5% |
| All | -40.5% | +74.0% | -114.5% | -45.5% |
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