-52.1%
SMR vs FDX
+97.5%
-149.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -7.5% |
| 7D | +10.3% | +0.8% | +9.5% | +10.0% |
| 30D | -25.7% | +9.9% | -35.6% | -27.6% |
| 3M | -49.7% | -1.9% | -47.8% | -49.6% |
| 6M | -59.8% | +6.1% | -65.9% | -60.7% |
| YTD | -66.0% | +38.8% | -104.8% | -69.0% |
| 1Y | -81.4% | +50.0% | -131.4% | -83.4% |
| 3Y | +130.6% | +71.0% | +59.6% | +94.1% |
| All | -52.1% | +97.5% | -149.6% | -61.2% |
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