+155.7%
FDX vs STT
+203.9%
-48.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +10.4% | -0.4% | +10.8% | +10.5% |
| 3M | +0.5% | -6.5% | +6.9% | +3.6% |
| 6M | +6.5% | +17.2% | -10.7% | -2.3% |
| YTD | +40.2% | +38.2% | +2.0% | +18.0% |
| 1Y | +52.1% | +49.3% | +2.8% | +23.0% |
| 3Y | +72.8% | +181.9% | -109.1% | +1.1% |
| 5Y | +76.3% | +106.9% | -30.6% | +15.3% |
| 10Y | +155.7% | +203.1% | -47.4% | +28.2% |
| All | +155.7% | +203.9% | -48.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling