+5,976.4%
SO vs FDX
+4,233.7%
+1,742.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | -2.5% | +2.4% | +0.2% |
| 30D | -4.6% | +3.8% | -8.4% | -5.1% |
| 3M | -3.0% | -1.3% | -1.7% | -3.0% |
| 6M | -8.3% | +5.0% | -13.3% | -9.1% |
| YTD | +3.5% | +39.6% | -36.1% | -1.2% |
| 1Y | -0.9% | +81.1% | -82.1% | -8.7% |
| 3Y | +45.4% | +63.0% | -17.7% | +33.8% |
| 5Y | +59.6% | +65.6% | -6.0% | +44.3% |
| 10Y | +156.6% | +183.4% | -26.8% | +108.1% |
| All | +5,976.4% | +4,233.7% | +1,742.7% | +3,472.8% |
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 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