-53.9%
SNAP vs UMAC
+182.0%
-235.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.0% |
| 7D | +6.0% | -5.2% | +11.3% | +6.3% |
| 30D | -13.8% | -36.4% | +22.6% | -11.9% |
| 3M | -0.8% | -58.6% | +57.8% | +3.2% |
| 6M | -6.2% | -24.6% | +18.4% | -6.5% |
| YTD | -34.8% | -11.5% | -23.4% | -36.1% |
| 1Y | -38.7% | +16.9% | -55.6% | -40.8% |
| All | -53.9% | +182.0% | -235.9% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling