+390.6%
FERG vs SNAP
-79.0%
+469.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.8% | +9.4% | +11.1% |
| 7D | +7.3% | -7.3% | +14.7% | +7.8% |
| 30D | +18.1% | -18.9% | +37.1% | +19.5% |
| 3M | +1.6% | -5.3% | +6.9% | +1.7% |
| 6M | +8.5% | -16.9% | +25.5% | +9.2% |
| YTD | +18.6% | -37.4% | +56.0% | +20.7% |
| 1Y | +5.7% | -38.5% | +44.2% | +7.7% |
| 3Y | +74.0% | -55.1% | +129.1% | +77.1% |
| 5Y | +83.9% | -90.8% | +174.7% | +88.7% |
| All | +390.6% | -79.0% | +469.5% | +404.9% |
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 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