-79.6%
SNAP vs UL
+73.1%
-152.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -10.6% | +2.6% | -13.1% | -11.2% |
| 30D | -19.7% | +6.8% | -26.5% | -21.4% |
| 3M | -6.5% | +5.7% | -12.3% | -8.2% |
| 6M | -17.8% | +15.9% | -33.6% | -21.4% |
| YTD | -38.0% | +4.3% | -42.3% | -39.4% |
| 1Y | -42.5% | -0.4% | -42.0% | -42.9% |
| 3Y | -55.8% | +35.0% | -90.8% | -62.0% |
| 5Y | -90.5% | +31.6% | -122.1% | -91.9% |
| All | -79.6% | +73.1% | -152.7% | -85.0% |
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