+130.0%
FDX vs SNAP
-79.3%
+209.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| YTD | +33.9% | -38.5% | +72.5% | +38.7% |
| 1Y | +50.2% | -38.1% | +88.3% | +55.3% |
| 3Y | +65.5% | -53.8% | +119.3% | +69.2% |
| 5Y | +74.1% | -90.7% | +164.7% | +95.1% |
| All | +130.0% | -79.3% | +209.3% | +96.4% |
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