-48.0%
SMR vs FDX
+99.6%
-147.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | -21.9% | +10.4% | -32.3% | -24.1% |
| 3M | -47.1% | +0.5% | -47.6% | -47.3% |
| 6M | -60.6% | +6.5% | -67.1% | -61.5% |
| YTD | -63.1% | +40.2% | -103.3% | -66.5% |
| 1Y | -80.4% | +52.1% | -132.5% | -82.6% |
| 3Y | +150.2% | +72.8% | +77.4% | +109.9% |
| All | -48.0% | +99.6% | -147.6% | -58.1% |
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 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