+1,537.1%
SOXX vs FDX
+182.5%
+1,354.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -3.3% | +4.7% | +3.0% |
| 30D | -3.6% | -4.5% | +0.9% | -1.6% |
| 3M | -10.2% | -7.3% | -2.8% | -6.9% |
| 6M | +54.2% | +7.5% | +46.7% | +47.8% |
| YTD | +75.2% | +35.1% | +40.1% | +49.6% |
| 1Y | +107.5% | +71.4% | +36.1% | +56.9% |
| 3Y | +226.8% | +60.8% | +166.0% | +144.2% |
| 5Y | +251.2% | +65.5% | +185.7% | +149.4% |
| All | +1,537.1% | +182.5% | +1,354.6% | +754.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling