+53.0%
FDX vs STT
+46.7%
+6.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +5.2% | +4.8% | +0.4% | +3.1% |
| 30D | +11.3% | +3.9% | +7.4% | +9.4% |
| 3M | -4.1% | -8.2% | +4.0% | -0.7% |
| 6M | +9.6% | +15.6% | -6.0% | +1.1% |
| YTD | +40.9% | +37.6% | +3.3% | +19.5% |
| 1Y | +53.0% | +50.1% | +2.9% | +25.3% |
| All | +53.0% | +46.7% | +6.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling