+65.8%
FDX vs SNAP
-46.7%
+112.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.1% |
| 7D | -2.5% | +0.7% | -3.3% | -2.6% |
| 30D | +3.8% | +2.6% | +1.2% | +3.3% |
| 3M | -1.3% | -9.9% | +8.6% | -0.7% |
| 6M | +5.0% | +1.9% | +3.2% | +3.5% |
| YTD | +39.6% | -32.2% | +71.9% | +44.3% |
| 1Y | +81.1% | -22.8% | +104.0% | +83.1% |
| All | +65.8% | -46.7% | +112.5% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling