-78.2%
SNAP vs UL
+71.3%
-149.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.1% |
| 7D | -9.8% | -1.7% | -8.1% | -9.4% |
| 30D | -18.2% | +4.5% | -22.7% | -19.4% |
| 3M | -3.1% | +5.5% | -8.6% | -4.7% |
| 6M | -7.1% | +17.0% | -24.1% | -11.6% |
| YTD | -33.8% | +3.2% | -37.0% | -35.1% |
| 1Y | -39.0% | -1.9% | -37.2% | -39.3% |
| 3Y | -52.8% | +33.6% | -86.4% | -59.3% |
| 5Y | -90.0% | +31.5% | -121.5% | -91.5% |
| All | -78.2% | +71.3% | -149.5% | -84.0% |
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