+1,019.5%
STX vs FDX
+65.4%
+954.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +2.4% | -2.5% | +4.9% | +3.4% |
| 30D | +1.4% | +3.8% | -2.4% | -0.4% |
| 3M | -8.2% | -1.3% | -6.9% | -7.8% |
| 6M | +127.0% | +5.0% | +122.0% | +121.4% |
| YTD | +209.1% | +39.6% | +169.5% | +168.8% |
| 1Y | +365.4% | +81.1% | +284.3% | +264.3% |
| 3Y | +1,135.4% | +63.0% | +1,072.3% | +874.9% |
| All | +1,019.5% | +65.4% | +954.1% | +735.3% |
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