+65.0%
FDX vs SNAP
-22.3%
+87.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +3.3% |
| 7D | +8.1% | -0.7% | +8.8% | +8.1% |
| 30D | +13.9% | +5.5% | +8.4% | +13.6% |
| 3M | +5.5% | +2.2% | +3.3% | +5.3% |
| 6M | +15.1% | -4.1% | +19.2% | +15.1% |
| YTD | +43.2% | -26.6% | +69.8% | +41.6% |
| 1Y | +65.0% | -20.7% | +85.8% | +62.9% |
| All | +65.0% | -22.3% | +87.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling