+32.8%
SNOW vs FDX
+75.9%
-43.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.9% | -5.2% |
| 7D | +2.8% | -2.5% | +5.3% | +4.0% |
| 30D | +6.4% | +3.8% | +2.6% | +4.9% |
| 3M | +38.1% | -1.3% | +39.4% | +38.0% |
| 6M | +100.4% | +5.0% | +95.4% | +92.8% |
| YTD | +53.7% | +39.6% | +14.1% | +28.4% |
| 1Y | +52.0% | +81.1% | -29.2% | +11.2% |
| 3Y | +114.7% | +63.0% | +51.6% | +57.7% |
| 5Y | +8.8% | +65.6% | -56.8% | -25.7% |
| All | +32.8% | +75.9% | -43.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling