-3.6%
SMR vs FDX
+98.7%
-102.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +4.4% | -2.5% | +6.9% | +5.2% |
| 30D | +3.4% | +3.8% | -0.4% | +2.1% |
| 3M | -19.2% | -1.3% | -17.9% | -19.1% |
| 6M | -22.6% | +5.0% | -27.7% | -24.1% |
| YTD | -31.5% | +39.6% | -71.2% | -37.7% |
| 1Y | -73.1% | +81.1% | -154.2% | -77.0% |
| 3Y | +55.0% | +63.0% | -8.1% | +31.4% |
| All | -3.6% | +98.7% | -102.3% | -22.0% |
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