+8,652.1%
STX vs FDX
+816.9%
+7,835.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.2% |
| 7D | -28.5% | -1.6% | -26.8% | -27.9% |
| 30D | -42.9% | +6.6% | -49.5% | -44.9% |
| 3M | -45.9% | -2.1% | -43.8% | -45.7% |
| 6M | -41.3% | +2.2% | -43.5% | -42.4% |
| YTD | +67.9% | +33.9% | +34.0% | +43.0% |
| 1Y | +66.5% | +50.2% | +16.3% | +33.3% |
| 3Y | +588.0% | +65.5% | +522.4% | +402.2% |
| 5Y | +449.1% | +74.1% | +375.0% | +272.4% |
| 10Y | +1,982.8% | +156.7% | +1,826.1% | +922.8% |
| All | +8,652.1% | +816.9% | +7,835.3% | +1,676.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling