+1,808.6%
STM vs FDX
+3,351.5%
-1,542.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.2% | +5.9% |
| 7D | -10.7% | -1.6% | -9.1% | -10.0% |
| 30D | -25.7% | +6.6% | -32.3% | -28.5% |
| 3M | -21.6% | -2.1% | -19.5% | -21.2% |
| 6M | -27.8% | +2.2% | -30.0% | -29.2% |
| YTD | +61.8% | +33.9% | +27.8% | +36.0% |
| 1Y | +78.1% | +50.2% | +27.9% | +40.1% |
| 3Y | +4.9% | +65.5% | -60.6% | -24.0% |
| 5Y | -14.3% | +74.1% | -88.3% | -41.9% |
| 10Y | +414.1% | +156.7% | +257.4% | +163.5% |
| All | +1,808.6% | +3,351.5% | -1,542.9% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling