-8.1%
SNPS vs FDX
+64.2%
-72.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.8% |
| 7D | -3.7% | -1.6% | -2.0% | -3.4% |
| 30D | -10.4% | +6.6% | -17.0% | -11.6% |
| 3M | +11.0% | -2.1% | +13.0% | +11.2% |
| 6M | -10.7% | +2.2% | -12.9% | -11.7% |
| YTD | -4.1% | +33.9% | -38.0% | -12.7% |
| 1Y | +13.7% | +50.2% | -36.5% | +0.1% |
| 3Y | -8.1% | +65.5% | -73.6% | -22.9% |
| All | -8.1% | +64.2% | -72.2% | -22.9% |
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