+556.6%
SNPS vs FDX
+178.0%
+378.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | -5.5% | -3.3% | -2.2% | -4.5% |
| 30D | -5.8% | -1.4% | -4.4% | -5.5% |
| 3M | -17.2% | -4.5% | -12.7% | -16.3% |
| 6M | -10.4% | +9.4% | -19.8% | -14.1% |
| YTD | -16.5% | +36.0% | -52.6% | -26.3% |
| 1Y | -35.6% | +75.5% | -111.1% | -48.2% |
| 3Y | -14.6% | +62.8% | -77.4% | -31.8% |
| 5Y | +16.5% | +64.4% | -47.9% | -10.3% |
| 10Y | +556.6% | +175.5% | +381.1% | +277.7% |
| All | +556.6% | +178.0% | +378.6% | +277.7% |
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