+53.0%
FDX vs SNAP
-41.2%
+94.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +5.2% | +6.0% | -0.9% | +4.8% |
| 30D | +11.3% | -13.8% | +25.1% | +12.1% |
| 3M | -4.1% | -0.8% | -3.4% | -4.2% |
| 6M | +9.6% | -6.2% | +15.9% | +9.9% |
| YTD | +40.9% | -34.8% | +75.7% | +42.2% |
| 1Y | +53.0% | -38.7% | +91.7% | +55.7% |
| All | +53.0% | -41.2% | +94.2% | +55.7% |
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