+123.8%
STX vs FDX
+65.6%
+58.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -9.7% |
| 7D | -20.2% | +8.1% | -28.3% | -23.4% |
| 30D | -37.2% | +13.9% | -51.1% | -41.4% |
| 3M | -34.1% | +5.5% | -39.6% | -36.3% |
| 6M | -24.5% | +15.1% | -39.6% | -30.5% |
| YTD | +102.9% | +43.2% | +59.8% | +52.2% |
| 1Y | +123.8% | +65.0% | +58.8% | +66.6% |
| All | +123.8% | +65.6% | +58.2% | +66.6% |
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 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