-79.7%
SNAP vs UL
+71.9%
-151.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.8% |
| 7D | -7.1% | +1.1% | -8.3% | -7.5% |
| 30D | -14.6% | +8.2% | -22.9% | -16.7% |
| 3M | -5.0% | +4.5% | -9.5% | -6.4% |
| 6M | -18.8% | +12.6% | -31.4% | -21.8% |
| YTD | -38.5% | +3.5% | -42.1% | -39.7% |
| 1Y | -38.1% | -0.4% | -37.6% | -38.6% |
| 3Y | -53.8% | +36.0% | -89.8% | -60.4% |
| 5Y | -90.7% | +30.9% | -121.6% | -92.0% |
| All | -79.7% | +71.9% | -151.6% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling