+65.5%
FDX vs STT
+165.4%
-99.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -1.6% | -2.5% | +0.8% | -0.2% |
| 30D | +6.6% | -5.0% | +11.6% | +9.6% |
| 3M | -2.1% | -10.5% | +8.4% | +3.9% |
| 6M | +2.2% | +10.0% | -7.9% | -4.5% |
| YTD | +33.9% | +30.7% | +3.3% | +12.4% |
| 1Y | +50.2% | +43.8% | +6.5% | +18.6% |
| 3Y | +65.5% | +168.1% | -102.5% | -10.4% |
| All | +65.5% | +165.4% | -99.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling