+76.3%
FDX vs STRL
+900.6%
-824.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.5% | -19.8% | +20.3% | +2.4% |
| 30D | +9.5% | -43.6% | +53.1% | +16.4% |
| 3M | -1.3% | -45.2% | +43.9% | +4.8% |
| 6M | +5.5% | -65.7% | +71.3% | +17.9% |
| YTD | +38.9% | -5.4% | +44.3% | +28.9% |
| 1Y | +58.8% | -24.7% | +83.5% | +52.4% |
| 3Y | +71.1% | +335.0% | -263.9% | +6.1% |
| 5Y | +76.3% | +915.3% | -839.0% | -24.2% |
| All | +76.3% | +900.6% | -824.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling