+589.4%
SE vs FDX
+106.1%
+483.2%
-90.5%
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% | -0.6% |
| 7D | -6.1% | -2.5% | -3.6% | -5.0% |
| 30D | -2.5% | +3.8% | -6.3% | -4.3% |
| 3M | +21.7% | -1.3% | +23.0% | +21.3% |
| 6M | +27.0% | +5.0% | +22.0% | +22.2% |
| YTD | -12.1% | +39.6% | -51.8% | -26.1% |
| 1Y | -40.9% | +81.1% | -122.0% | -56.4% |
| 3Y | +191.0% | +63.0% | +128.0% | +113.7% |
| 5Y | -68.3% | +65.6% | -133.9% | -77.6% |
| All | +589.4% | +106.1% | +483.2% | +338.0% |
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