-91.0%
SNAP vs UL
+31.0%
-121.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -2.2% |
| 7D | -7.1% | +1.1% | -8.3% | -7.3% |
| 30D | -14.6% | +8.2% | -22.9% | -15.8% |
| 3M | -5.0% | +4.5% | -9.5% | -5.7% |
| 6M | -18.8% | +12.6% | -31.4% | -20.2% |
| YTD | -38.5% | +3.5% | -42.1% | -39.1% |
| 1Y | -38.1% | -0.4% | -37.6% | -38.3% |
| 3Y | -53.8% | +36.0% | -89.8% | -59.3% |
| All | -91.0% | +31.0% | -121.9% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling