+156.3%
FDX vs STLA
+21.0%
+135.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +0.2% | -6.4% | +6.5% | +2.3% |
| 30D | +9.3% | -1.3% | +10.6% | +9.2% |
| 3M | +0.5% | -19.9% | +20.4% | +6.9% |
| 6M | +5.3% | -42.9% | +48.2% | +24.8% |
| YTD | +38.6% | -59.4% | +98.0% | +80.0% |
| 1Y | +53.5% | -56.8% | +110.4% | +94.3% |
| 3Y | +74.2% | -73.1% | +147.3% | +147.8% |
| 5Y | +75.3% | -70.1% | +145.3% | +131.5% |
| 10Y | +156.3% | +19.8% | +136.5% | +141.6% |
| All | +156.3% | +21.0% | +135.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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