+136.4%
FDX vs SNAP
-78.8%
+215.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.0% | +10.2% | -2.3% |
| 7D | +2.9% | -10.4% | +13.3% | +4.0% |
| 30D | +9.6% | -11.9% | +21.5% | +10.8% |
| 3M | +2.4% | -4.5% | +6.9% | +2.4% |
| 6M | +9.2% | -16.7% | +25.9% | +10.3% |
| YTD | +37.7% | -36.9% | +74.6% | +42.2% |
| 1Y | +56.1% | -30.3% | +86.4% | +59.2% |
| 3Y | +68.9% | -52.5% | +121.5% | +72.2% |
| 5Y | +79.0% | -90.4% | +169.4% | +100.0% |
| All | +136.4% | -78.8% | +215.2% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling