+321.3%
FERG vs SNAP
-77.9%
+399.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +0.9% | -5.0% | +5.9% | +1.2% |
| 30D | -15.1% | -0.7% | -14.3% | -15.1% |
| 3M | -4.8% | -5.0% | +0.2% | -4.8% |
| 6M | -2.5% | +3.5% | -6.0% | -3.2% |
| YTD | +1.8% | -34.2% | +36.0% | +3.5% |
| 1Y | -0.3% | -27.1% | +26.7% | +0.6% |
| 3Y | +52.9% | -43.5% | +96.4% | +54.2% |
| 5Y | +69.3% | -92.9% | +162.2% | +73.7% |
| All | +321.3% | -77.9% | +399.2% | +332.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling