+4,029.2%
FDX vs STT
+6,256.2%
-2,227.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.7% | +0.9% | -2.2% |
| 7D | +2.9% | -4.9% | +7.8% | +4.7% |
| 30D | +9.6% | -6.0% | +15.6% | +11.9% |
| 3M | +2.4% | -11.7% | +14.0% | +6.7% |
| 6M | +9.2% | +11.7% | -2.5% | +4.8% |
| YTD | +37.7% | +30.4% | +7.3% | +25.0% |
| 1Y | +56.1% | +43.9% | +12.2% | +36.8% |
| 3Y | +68.9% | +165.4% | -96.5% | +19.8% |
| 5Y | +79.0% | +101.0% | -22.0% | +36.3% |
| 10Y | +163.9% | +210.7% | -46.8% | +68.5% |
| All | +4,029.2% | +6,256.2% | -2,227.0% | +767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling