+365.4%
STX vs FDX
+80.8%
+284.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +2.4% | -2.5% | +4.9% | +3.8% |
| 30D | +1.4% | +3.8% | -2.4% | -1.0% |
| 3M | -8.2% | -1.3% | -6.9% | -7.8% |
| 6M | +127.0% | +5.0% | +122.0% | +114.8% |
| YTD | +209.1% | +39.6% | +169.5% | +156.8% |
| 1Y | +365.4% | +81.1% | +284.3% | +314.1% |
| All | +365.4% | +80.8% | +284.6% | +314.1% |
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