+5.5%
SNOW vs FDX
+63.0%
-57.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +4.9% | -3.3% | +8.2% | +6.5% |
| 30D | +1.5% | -1.4% | +2.9% | +2.2% |
| 3M | +39.5% | -4.5% | +44.0% | +41.4% |
| 6M | +85.9% | +9.4% | +76.5% | +75.4% |
| YTD | +52.9% | +36.0% | +16.9% | +28.7% |
| 1Y | +48.1% | +75.5% | -27.4% | +9.0% |
| 3Y | +102.2% | +62.8% | +39.4% | +46.3% |
| 5Y | +5.5% | +64.4% | -58.9% | -30.6% |
| All | +5.5% | +63.0% | -57.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling