+70.0%
FDX vs SNAP
-90.7%
+160.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.5% |
| 7D | -1.6% | -7.1% | +5.5% | -1.0% |
| 30D | +6.6% | -14.6% | +21.2% | +8.1% |
| 3M | -2.1% | -5.0% | +2.9% | -2.0% |
| 6M | +2.2% | -18.8% | +21.0% | +3.4% |
| YTD | +33.9% | -38.5% | +72.5% | +38.4% |
| 1Y | +50.2% | -38.1% | +88.3% | +55.0% |
| 3Y | +65.5% | -53.8% | +119.3% | +68.8% |
| All | +70.0% | -90.7% | +160.7% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling