+96.5%
STM vs FDX
+65.6%
+30.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.6% | -7.7% |
| 7D | -6.0% | +8.1% | -14.2% | -9.7% |
| 30D | -20.9% | +13.9% | -34.9% | -26.0% |
| 3M | -15.8% | +5.5% | -21.3% | -18.6% |
| 6M | -17.0% | +15.1% | -32.2% | -23.4% |
| YTD | +76.8% | +43.2% | +33.6% | +47.4% |
| 1Y | +96.5% | +65.0% | +31.4% | +61.3% |
| All | +96.5% | +65.6% | +30.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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