+17.6%
SNOW vs FDX
+74.8%
-57.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +10.8% | +0.8% | +10.0% | +10.5% |
| 30D | -16.5% | +9.9% | -26.4% | -19.8% |
| 3M | -10.1% | -1.9% | -8.2% | -9.6% |
| 6M | +96.5% | +6.1% | +90.5% | +90.1% |
| YTD | +36.2% | +38.8% | -2.6% | +13.8% |
| 1Y | +10.7% | +50.0% | -39.3% | -11.1% |
| 3Y | +86.2% | +71.0% | +15.2% | +33.2% |
| 5Y | -22.7% | +72.5% | -95.2% | -48.0% |
| All | +17.6% | +74.8% | -57.2% | -34.9% |
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