+58.8%
FDX vs STLA
-59.1%
+117.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.8% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | +9.5% | -4.9% | +14.4% | +10.3% |
| 3M | -1.3% | -23.7% | +22.3% | +2.9% |
| 6M | +5.5% | -45.0% | +50.5% | +16.0% |
| YTD | +38.9% | -60.9% | +99.8% | +57.3% |
| 1Y | +58.8% | -58.9% | +117.7% | +77.1% |
| All | +58.8% | -59.1% | +117.9% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling