+65.5%
FDX vs SNAP
-53.8%
+119.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.5% |
| 7D | -1.6% | -7.1% | +5.5% | -0.9% |
| 30D | +6.6% | -14.6% | +21.2% | +8.2% |
| 3M | -2.1% | -5.0% | +2.9% | -2.0% |
| 6M | +2.2% | -18.8% | +21.0% | +3.6% |
| YTD | +33.9% | -38.5% | +72.5% | +39.4% |
| 1Y | +50.2% | -38.1% | +88.3% | +55.9% |
| 3Y | +65.5% | -53.8% | +119.3% | +48.3% |
| All | +65.5% | -53.8% | +119.4% | +48.3% |
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