+65.5%
FDX vs STLA
-74.0%
+139.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -1.6% | -4.5% | +2.9% | -0.5% |
| 30D | +6.6% | -3.9% | +10.5% | +7.4% |
| 3M | -2.1% | -20.2% | +18.1% | +3.2% |
| 6M | +2.2% | -42.2% | +44.3% | +17.1% |
| YTD | +33.9% | -59.3% | +93.3% | +66.6% |
| 1Y | +50.2% | -56.1% | +106.3% | +81.6% |
| 3Y | +65.5% | -73.7% | +139.2% | +107.4% |
| All | +65.5% | -74.0% | +139.6% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling