+74.2%
FDX vs STRL
+337.2%
-262.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.0% | -11.5% | +2.2% |
| 7D | +0.2% | -13.3% | +13.5% | +0.8% |
| 30D | +9.3% | -43.3% | +52.6% | +14.0% |
| 3M | +0.5% | -46.9% | +47.3% | +5.1% |
| 6M | +5.3% | -65.6% | +70.9% | +14.0% |
| YTD | +38.6% | -5.1% | +43.7% | +31.8% |
| 1Y | +53.5% | -23.1% | +76.6% | +49.0% |
| 3Y | +74.2% | +346.8% | -272.6% | +26.4% |
| All | +74.2% | +337.2% | -262.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling