+691.2%
SNPS vs FDX
+160.0%
+531.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.5% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -8.4% | +9.3% | -17.7% | -11.2% |
| 3M | +12.3% | +0.5% | +11.8% | +11.6% |
| 6M | -9.6% | +5.3% | -14.9% | -11.9% |
| YTD | -0.6% | +38.6% | -39.2% | -13.0% |
| 1Y | +18.7% | +53.5% | -34.8% | 0.0% |
| 3Y | -7.6% | +74.2% | -81.8% | -28.1% |
| 5Y | +34.1% | +75.3% | -41.2% | +0.9% |
| 10Y | +691.2% | +156.3% | +534.9% | +386.8% |
| All | +691.2% | +160.0% | +531.2% | +386.8% |
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