+444.1%
STM vs FDX
+155.6%
+288.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -7.9% | +0.5% | -8.4% | -8.1% |
| 30D | -14.1% | +9.5% | -23.7% | -18.5% |
| 3M | -17.6% | -1.3% | -16.3% | -17.5% |
| 6M | -24.2% | +5.5% | -29.8% | -27.0% |
| YTD | +73.3% | +38.9% | +34.4% | +42.3% |
| 1Y | +90.1% | +58.8% | +31.3% | +44.4% |
| 3Y | +10.3% | +71.1% | -60.8% | -22.4% |
| 5Y | -5.7% | +76.3% | -82.0% | -37.4% |
| 10Y | +444.1% | +153.4% | +290.7% | +168.6% |
| All | +444.1% | +155.6% | +288.5% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling