+59.8%
SO vs FDX
+65.4%
-5.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | -2.5% | +2.4% | 0.0% |
| 30D | -4.6% | +3.8% | -8.4% | -4.8% |
| 3M | -3.0% | -1.3% | -1.7% | -3.0% |
| 6M | -8.3% | +5.0% | -13.3% | -8.7% |
| YTD | +3.5% | +39.6% | -36.1% | +1.2% |
| 1Y | -0.9% | +81.1% | -82.1% | -4.8% |
| 3Y | +45.4% | +63.0% | -17.7% | +39.4% |
| All | +59.8% | +65.4% | -5.6% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling