+65.8%
FDX vs STLA
-64.3%
+130.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.9% |
| 7D | -2.5% | +2.6% | -5.1% | -3.2% |
| 30D | +3.8% | -1.2% | +5.0% | +3.9% |
| 3M | -1.3% | -24.8% | +23.5% | +6.1% |
| 6M | +5.0% | -25.6% | +30.6% | +12.7% |
| YTD | +39.6% | -48.9% | +88.6% | +64.0% |
| 1Y | +81.1% | -38.8% | +119.9% | +98.2% |
| All | +65.8% | -64.3% | +130.1% | +100.8% |
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