+365.7%
SE vs FDX
+97.7%
+268.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +1.3% |
| 7D | +2.0% | -1.6% | +3.6% | +2.8% |
| 30D | -20.0% | +6.6% | -26.6% | -22.3% |
| 3M | -31.8% | -2.1% | -29.7% | -31.4% |
| 6M | -15.9% | +2.2% | -18.0% | -17.7% |
| YTD | -40.6% | +33.9% | -74.6% | -49.3% |
| 1Y | -50.7% | +50.2% | -100.9% | -60.3% |
| 3Y | +70.3% | +65.5% | +4.8% | +23.4% |
| 5Y | -78.8% | +74.1% | -152.9% | -85.3% |
| All | +365.7% | +97.7% | +268.0% | +200.8% |
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