+2,071.0%
STX vs FDX
+160.0%
+1,911.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.3% | +8.3% |
| 7D | -14.8% | +0.2% | -14.9% | -14.7% |
| 30D | -35.4% | +9.3% | -44.7% | -37.8% |
| 3M | -37.7% | +0.5% | -38.2% | -38.1% |
| 6M | -35.2% | +5.3% | -40.6% | -37.0% |
| YTD | +84.4% | +38.6% | +45.8% | +58.9% |
| 1Y | +82.3% | +53.5% | +28.7% | +50.1% |
| 3Y | +646.2% | +74.2% | +572.0% | +462.7% |
| 5Y | +487.4% | +75.3% | +412.2% | +327.2% |
| 10Y | +2,071.0% | +156.3% | +1,914.8% | +1,065.6% |
| All | +2,071.0% | +160.0% | +1,911.0% | +1,065.6% |
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