+74.3%
FDX vs STLA
-72.5%
+146.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.1% |
| 7D | -2.1% | -11.6% | +9.6% | +1.7% |
| 30D | +10.4% | -6.2% | +16.6% | +12.0% |
| 3M | +0.5% | -24.6% | +25.0% | +8.5% |
| 6M | +6.5% | -44.9% | +51.4% | +26.7% |
| YTD | +40.2% | -62.3% | +102.5% | +85.0% |
| 1Y | +52.1% | -61.8% | +113.9% | +98.9% |
| 3Y | +72.8% | -75.3% | +148.2% | +149.3% |
| All | +74.3% | -72.5% | +146.8% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling