-56.1%
SNAP vs UMAC
+214.8%
-270.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.6% |
| 7D | -10.6% | -13.9% | +3.3% | -10.0% |
| 30D | -19.7% | -39.6% | +19.8% | -17.8% |
| 3M | -6.5% | -53.6% | +47.1% | -3.5% |
| 6M | -17.8% | -6.2% | -11.6% | -18.9% |
| YTD | -38.0% | -1.2% | -36.9% | -39.7% |
| 1Y | -42.5% | +9.7% | -52.1% | -44.4% |
| All | -56.1% | +214.8% | -270.9% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling