+156.3%
FDX vs STRL
+4,310.8%
-4,154.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.0% | -11.5% | +0.9% |
| 7D | +0.2% | -13.3% | +13.5% | +1.6% |
| 30D | +9.3% | -43.3% | +52.6% | +19.0% |
| 3M | +0.5% | -46.9% | +47.3% | +9.9% |
| 6M | +5.3% | -65.6% | +70.9% | +22.4% |
| YTD | +38.6% | -5.1% | +43.7% | +26.5% |
| 1Y | +53.5% | -23.1% | +76.6% | +45.4% |
| 3Y | +74.2% | +346.8% | -272.6% | +1.6% |
| 5Y | +75.3% | +907.2% | -831.9% | -20.8% |
| 10Y | +156.3% | +3,988.2% | -3,831.9% | -18.1% |
| All | +156.3% | +4,310.8% | -4,154.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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