Anecdata but a good boxing session after a stressful workday always makes me feel better. High intensity running also works. Great for relieving various undirected frustrations. Especially of the angry kind.
Writing in a journal does wonders for the more subtle things. When your mind is running in circles trying to process something. The act of writing it out helps me avoid circles and get to a conclusion.
The only thing that never does much is bottling it up inside.
I almost never engage in catharsis now, but I do go on half marathon runs when I'm stressed. They're not the same thing... as like yelling at my husband over random annoyances.
It definitely seems likely that physical activity is beneficial. I'd be curious to see studies comparing something like running vs. boxing. (Also weightlifting vs. cardio, or springs vs. long-distance.)
Additionally, one thing that's often obscured in studies (or the reporting thereof) is that different people are different. Studies say that running doesn't help people lose weight, but that's looking for significant effects across a population. For some individuals, it does. The concept of "ymmv" is incredibly important when you care about individual impacts.
Almost 100 comments as of me adding mine, and you're the first to mention journaling so I have to chime in. It's better than some therapy I've had. Therapy can of course be hugely helpful if/when you find a decent therapist, but writing things down really is the next best thing.
I haven't felt the need to do it in years, since I replaced it with a concise log which doesn't usually get bogged down in details. Mostly because I purged the majority of my worst freakouts into text files no one else is likely to read years ago. This wasn't the only thing that helped me, but it was at least half of it.
Writing in a journal does wonders for the more subtle things. When your mind is running in circles trying to process something. The act of writing it out helps me avoid circles and get to a conclusion.
The only thing that never does much is bottling it up inside.