+331.1%
FERG vs SNAP
-77.2%
+408.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.4% | +2.6% |
| 7D | 0.0% | +0.7% | -0.8% | -0.1% |
| 30D | -10.2% | +2.6% | -12.8% | -10.4% |
| 3M | -0.6% | -9.9% | +9.3% | -0.3% |
| 6M | -6.5% | +1.9% | -8.4% | -7.1% |
| YTD | +4.2% | -32.2% | +36.4% | +5.7% |
| 1Y | -2.3% | -22.8% | +20.6% | -1.6% |
| 3Y | +48.5% | -47.6% | +96.1% | +50.1% |
| 5Y | +72.0% | -92.7% | +164.7% | +76.2% |
| All | +331.1% | -77.2% | +408.3% | +342.2% |
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