-51.6%
SNAP vs UMAC
+488.3%
-539.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.1% |
| 7D | -3.2% | -4.0% | +0.8% | -3.0% |
| 30D | +0.2% | -9.4% | +9.6% | +0.3% |
| 3M | +2.6% | +3.0% | -0.4% | +1.7% |
| 6M | +12.4% | +27.2% | -14.8% | +8.7% |
| YTD | -31.6% | +84.7% | -116.3% | -35.3% |
| 1Y | -21.7% | +136.5% | -158.2% | -27.1% |
| All | -51.6% | +488.3% | -539.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UMAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling