+3.1%
FERG vs SNAP
-22.3%
+25.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.2% | +2.1% |
| 7D | +7.7% | -0.7% | +8.4% | +7.7% |
| 30D | +11.5% | +5.5% | +6.0% | +10.7% |
| 3M | -2.4% | +2.2% | -4.6% | -3.0% |
| 6M | -4.0% | -4.1% | +0.1% | -4.1% |
| YTD | +13.4% | -26.6% | +40.0% | +11.1% |
| 1Y | +3.1% | -20.7% | +23.8% | -0.1% |
| All | +3.1% | -22.3% | +25.4% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling