+52.5%
SOXX vs FDX
+65.6%
-13.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -4.3% |
| 7D | -13.7% | +8.1% | -21.9% | -16.0% |
| 30D | -23.6% | +13.9% | -37.5% | -27.1% |
| 3M | -16.9% | +5.5% | -22.4% | -18.8% |
| 6M | -2.4% | +15.1% | -17.5% | -7.6% |
| YTD | +49.8% | +43.2% | +6.6% | +35.6% |
| 1Y | +52.5% | +65.0% | -12.5% | +43.3% |
| All | +52.5% | +65.6% | -13.1% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling