+138.4%
FDX vs SNAP
-79.2%
+217.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.5% | -10.6% | +11.0% | +1.6% |
| 30D | +9.5% | -19.7% | +29.3% | +11.9% |
| 3M | -1.3% | -6.5% | +5.2% | -1.1% |
| 6M | +5.5% | -17.8% | +23.3% | +6.7% |
| YTD | +38.9% | -38.0% | +76.9% | +43.7% |
| 1Y | +58.8% | -42.5% | +101.3% | +65.5% |
| 3Y | +71.1% | -55.8% | +127.0% | +75.8% |
| 5Y | +76.3% | -90.5% | +166.8% | +97.3% |
| All | +138.4% | -79.2% | +217.6% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling