+110.9%
SNOW vs FDX
+65.3%
+45.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.9% | -5.3% |
| 7D | +2.8% | -2.5% | +5.3% | +3.5% |
| 30D | +6.4% | +3.8% | +2.6% | +5.6% |
| 3M | +38.1% | -1.3% | +39.4% | +38.1% |
| 6M | +100.4% | +5.0% | +95.4% | +96.2% |
| YTD | +53.7% | +39.6% | +14.1% | +36.0% |
| 1Y | +52.0% | +81.1% | -29.2% | +21.7% |
| All | +110.9% | +65.3% | +45.6% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling