+4,688.4%
FDX vs STRL
+9,673.6%
-4,985.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.9% | +10.0% | -3.1% |
| 7D | +2.9% | -34.6% | +37.5% | +5.1% |
| 30D | +9.6% | -56.7% | +66.3% | +14.4% |
| 3M | +2.4% | -54.4% | +56.8% | +6.3% |
| 6M | +9.2% | -69.7% | +78.9% | +15.4% |
| YTD | +37.7% | -20.2% | +57.9% | +36.7% |
| 1Y | +56.1% | -40.6% | +96.7% | +57.2% |
| 3Y | +68.9% | +221.7% | -152.7% | +52.8% |
| 5Y | +79.0% | +799.0% | -720.0% | +52.6% |
| 10Y | +163.9% | +3,451.5% | -3,287.6% | +108.5% |
| All | +4,688.4% | +9,673.6% | -4,985.2% | +3,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling