+63.7%
SE vs FDX
+74.4%
-10.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.5% | +5.2% | -5.7% | -1.5% |
| 30D | -20.9% | +11.3% | -32.2% | -22.5% |
| 3M | -38.9% | -4.1% | -34.8% | -38.4% |
| 6M | -19.4% | +9.6% | -29.1% | -21.2% |
| YTD | -40.9% | +40.9% | -81.8% | -45.5% |
| 1Y | -46.2% | +53.0% | -99.2% | -51.3% |
| 3Y | +63.7% | +74.1% | -10.4% | +86.9% |
| All | +63.7% | +74.4% | -10.7% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling