+141.9%
FDX vs SNAP
-78.1%
+220.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +5.2% | +6.0% | -0.9% | +4.5% |
| 30D | +11.3% | -13.8% | +25.1% | +12.8% |
| 3M | -4.1% | -0.8% | -3.4% | -4.5% |
| 6M | +9.6% | -6.2% | +15.9% | +9.4% |
| YTD | +40.9% | -34.8% | +75.7% | +45.0% |
| 1Y | +53.0% | -38.7% | +91.7% | +58.4% |
| 3Y | +74.1% | -53.5% | +127.5% | +77.8% |
| 5Y | +75.1% | -90.2% | +165.3% | +95.2% |
| All | +141.9% | -78.1% | +220.0% | +105.2% |
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