+6,268.1%
SO vs FDX
+4,056.7%
+2,211.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.7% |
| 7D | -1.5% | -1.6% | +0.2% | -1.3% |
| 30D | +8.1% | +6.6% | +1.5% | +7.2% |
| 3M | +0.2% | -2.1% | +2.3% | +0.4% |
| 6M | +0.4% | +2.2% | -1.8% | -0.1% |
| YTD | +8.5% | +33.9% | -25.4% | +4.0% |
| 1Y | +4.9% | +50.2% | -45.3% | -0.9% |
| 3Y | +47.9% | +65.5% | -17.6% | +35.9% |
| 5Y | +75.7% | +74.1% | +1.6% | +57.7% |
| 10Y | +178.0% | +156.7% | +21.3% | +128.1% |
| All | +6,268.1% | +4,056.7% | +2,211.4% | +3,662.0% |
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