+5,620.1%
SNPS vs FDX
+3,572.9%
+2,047.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +3.2% |
| 7D | -3.7% | -1.6% | -2.0% | -3.2% |
| 30D | -10.4% | +6.6% | -17.0% | -12.3% |
| 3M | +11.0% | -2.1% | +13.0% | +11.2% |
| 6M | -10.7% | +2.2% | -12.9% | -12.1% |
| YTD | -4.1% | +33.9% | -38.0% | -14.3% |
| 1Y | +13.7% | +50.2% | -36.5% | -2.2% |
| 3Y | -8.1% | +65.5% | -73.6% | -25.3% |
| 5Y | +32.2% | +74.1% | -41.9% | +3.1% |
| 10Y | +681.4% | +156.7% | +524.7% | +407.6% |
| All | +5,620.1% | +3,572.9% | +2,047.2% | +1,573.5% |
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