-79.4%
SNAP vs UL
+73.5%
-152.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -7.3% | +0.3% | -7.6% | -7.5% |
| 30D | -18.9% | +7.0% | -25.9% | -20.7% |
| 3M | -5.3% | +5.8% | -11.1% | -6.9% |
| 6M | -16.9% | +16.1% | -33.1% | -20.7% |
| YTD | -37.4% | +4.5% | -41.9% | -38.8% |
| 1Y | -38.5% | -1.3% | -37.2% | -38.8% |
| 3Y | -55.1% | +35.0% | -90.0% | -61.4% |
| 5Y | -90.8% | +31.9% | -122.7% | -92.2% |
| All | -79.4% | +73.5% | -152.8% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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