+78.7%
SO vs FDX
+74.7%
+4.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +1.4% | +5.2% | -3.8% | +1.0% |
| 30D | +4.7% | +11.3% | -6.6% | +4.0% |
| 3M | +1.7% | -4.1% | +5.8% | +1.9% |
| 6M | +2.2% | +9.6% | -7.5% | +1.4% |
| YTD | +10.0% | +40.9% | -30.9% | +7.4% |
| 1Y | +6.0% | +53.0% | -47.0% | +3.0% |
| 3Y | +54.1% | +74.1% | -20.0% | +46.9% |
| All | +78.7% | +74.7% | +4.1% | +69.8% |
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