+7.5%
SMR vs FDX
+90.5%
-83.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | +13.1% | -2.3% | +15.4% | +13.7% |
| 30D | +17.8% | -4.9% | +22.6% | +19.2% |
| 3M | +8.1% | -6.5% | +14.6% | +9.8% |
| 6M | -11.1% | +6.7% | -17.8% | -13.2% |
| YTD | -23.7% | +33.9% | -57.6% | -29.8% |
| 1Y | -69.4% | +72.2% | -141.6% | -73.6% |
| 3Y | +82.6% | +60.2% | +22.4% | +56.0% |
| All | +7.5% | +90.5% | -83.0% | -12.1% |
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