-41.3%
STX vs FDX
+5.7%
-47.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.1% |
| 7D | -28.5% | -1.6% | -26.8% | -27.5% |
| 30D | -42.9% | +6.6% | -49.5% | -44.0% |
| 3M | -45.9% | -2.1% | -43.8% | -45.3% |
| 6M | -41.3% | +2.2% | -43.5% | -42.1% |
| All | -41.3% | +5.7% | -47.0% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling