+70.0%
FDX vs STRL
+779.4%
-709.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.1% |
| 7D | -1.6% | -26.9% | +25.3% | +1.4% |
| 30D | +6.6% | -52.7% | +59.3% | +15.8% |
| 3M | -2.1% | -52.8% | +50.8% | +5.9% |
| 6M | +2.2% | -71.5% | +73.6% | +16.7% |
| YTD | +33.9% | -17.4% | +51.4% | +26.5% |
| 1Y | +50.2% | -35.0% | +85.2% | +46.8% |
| 3Y | +65.5% | +239.2% | -173.7% | +7.0% |
| All | +70.0% | +779.4% | -709.3% | -25.4% |
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 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