-77.8%
SNAP vs UL
+65.5%
-143.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | +1.9% | +0.9% | +1.0% | +1.7% |
| 3M | -3.9% | +14.2% | -18.1% | -7.6% |
| 6M | +5.2% | -3.2% | +8.4% | +6.1% |
| YTD | -32.7% | -0.3% | -32.4% | -33.1% |
| 1Y | -24.8% | -8.8% | -16.0% | -23.3% |
| 3Y | -42.2% | +23.9% | -66.0% | -48.7% |
| 5Y | -92.7% | +21.4% | -114.0% | -93.6% |
| All | -77.8% | +65.5% | -143.3% | -83.5% |
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