+3,916.3%
FDX vs STT
+6,268.9%
-2,352.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -1.6% | -2.5% | +0.8% | -0.8% |
| 30D | +6.6% | -5.0% | +11.6% | +8.4% |
| 3M | -2.1% | -10.5% | +8.4% | +1.6% |
| 6M | +2.2% | +10.0% | -7.9% | -1.5% |
| YTD | +33.9% | +30.7% | +3.3% | +21.5% |
| 1Y | +50.2% | +43.8% | +6.5% | +31.7% |
| 3Y | +65.5% | +168.1% | -102.5% | +17.0% |
| 5Y | +74.1% | +101.4% | -27.3% | +32.5% |
| 10Y | +156.7% | +211.3% | -54.6% | +63.8% |
| All | +3,916.3% | +6,268.9% | -2,352.6% | +742.9% |
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