+153.4%
FDX vs STT
+198.3%
-44.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.5% | +1.1% | -0.7% | -0.1% |
| 30D | +9.5% | -1.9% | +11.4% | +10.5% |
| 3M | -1.3% | -7.6% | +6.2% | +2.4% |
| 6M | +5.5% | +16.0% | -10.5% | -2.7% |
| YTD | +38.9% | +36.2% | +2.7% | +17.8% |
| 1Y | +58.8% | +46.8% | +12.0% | +29.5% |
| 3Y | +71.1% | +177.8% | -106.7% | +0.8% |
| 5Y | +76.3% | +105.8% | -29.5% | +15.6% |
| 10Y | +153.4% | +197.6% | -44.2% | +28.0% |
| All | +153.4% | +198.3% | -44.9% | +28.0% |
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