+76.3%
FDX vs SNAP
-90.0%
+166.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.3% |
| 7D | -2.1% | -9.8% | +7.7% | -1.1% |
| 30D | +10.4% | -18.2% | +28.6% | +12.4% |
| 3M | +0.5% | -3.1% | +3.5% | +0.3% |
| 6M | +6.5% | -7.1% | +13.6% | +6.4% |
| YTD | +40.2% | -33.8% | +74.1% | +43.9% |
| 1Y | +52.1% | -39.0% | +91.1% | +57.2% |
| 3Y | +72.8% | -52.8% | +125.7% | +75.8% |
| 5Y | +76.3% | -90.0% | +166.3% | +94.3% |
| All | +76.3% | -90.0% | +166.3% | +94.3% |
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 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