+476.2%
STX vs FDX
+74.7%
+401.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.7% |
| 7D | +14.6% | +5.2% | +9.4% | +12.3% |
| 30D | -26.0% | +11.3% | -37.2% | -29.2% |
| 3M | -42.6% | -4.1% | -38.5% | -41.8% |
| 6M | -35.3% | +9.6% | -44.9% | -37.9% |
| YTD | +92.5% | +40.9% | +51.6% | +66.0% |
| 1Y | +102.4% | +53.0% | +49.4% | +69.0% |
| 3Y | +673.8% | +74.1% | +599.7% | +491.3% |
| All | +476.2% | +74.7% | +401.5% | +336.0% |
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