+72.6%
FERG vs SNAP
-92.9%
+165.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | -11.5% | +1.9% | -13.4% | -11.8% |
| 3M | +1.3% | -3.9% | +5.2% | +1.2% |
| 6M | -1.0% | +5.2% | -6.2% | -2.4% |
| YTD | +3.2% | -32.7% | +35.9% | +5.8% |
| 1Y | -3.0% | -24.8% | +21.8% | -1.7% |
| 3Y | +55.0% | -42.2% | +97.2% | +56.0% |
| 5Y | +72.6% | -92.7% | +165.3% | +87.9% |
| All | +72.6% | -92.9% | +165.5% | +87.9% |
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 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