+30.5%
SNOW vs FDX
+68.6%
-38.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +8.4% | -2.3% | +10.7% | +9.6% |
| 30D | -1.0% | -4.9% | +3.9% | +1.1% |
| 3M | +38.3% | -6.5% | +44.8% | +41.4% |
| 6M | +81.3% | +6.7% | +74.6% | +73.1% |
| YTD | +51.1% | +33.9% | +17.2% | +28.5% |
| 1Y | +47.0% | +72.2% | -25.2% | +9.9% |
| 3Y | +99.7% | +60.2% | +39.5% | +47.3% |
| 5Y | +3.6% | +62.9% | -59.3% | -28.8% |
| All | +30.5% | +68.6% | -38.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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