+4,557.5%
FDX vs STRL
+10,012.8%
-5,455.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -2.9% |
| 7D | -1.6% | -26.9% | +25.3% | -0.2% |
| 30D | +6.6% | -52.7% | +59.3% | +10.7% |
| 3M | -2.1% | -52.8% | +50.8% | +1.5% |
| 6M | +2.2% | -71.5% | +73.6% | +8.3% |
| YTD | +33.9% | -17.4% | +51.4% | +32.7% |
| 1Y | +50.2% | -35.0% | +85.2% | +50.5% |
| 3Y | +65.5% | +239.2% | -173.7% | +49.3% |
| 5Y | +74.1% | +830.2% | -756.1% | +48.1% |
| 10Y | +156.7% | +3,574.7% | -3,418.0% | +102.4% |
| All | +4,557.5% | +10,012.8% | -5,455.3% | +3,298.1% |
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 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