+21.0%
STM vs FDX
+65.4%
-44.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.2% |
| 7D | +5.8% | -2.5% | +8.3% | +7.1% |
| 30D | -1.0% | +3.8% | -4.8% | -3.3% |
| 3M | -33.3% | -1.3% | -32.0% | -32.8% |
| 6M | +57.4% | +5.0% | +52.3% | +52.5% |
| YTD | +102.2% | +39.6% | +62.5% | +68.7% |
| 1Y | +99.6% | +81.1% | +18.5% | +45.1% |
| 3Y | +14.5% | +63.0% | -48.5% | -15.1% |
| All | +21.0% | +65.4% | -44.5% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling