+53.0%
FDX vs STRL
-22.7%
+75.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | +5.2% | +15.7% | -10.5% | +4.3% |
| 30D | +11.3% | -35.5% | +46.7% | +13.5% |
| 3M | -4.1% | -47.1% | +43.0% | -1.1% |
| 6M | +9.6% | -65.8% | +75.4% | +16.2% |
| YTD | +40.9% | -4.5% | +45.4% | +36.5% |
| 1Y | +53.0% | -10.5% | +63.5% | +48.1% |
| All | +53.0% | -22.7% | +75.7% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling