-52.4%
SNAP vs UMAC
+549.5%
-601.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.1% | -1.2% |
| 7D | +1.5% | +14.7% | -13.2% | +0.8% |
| 30D | +1.9% | -0.5% | +2.4% | +1.6% |
| 3M | -3.9% | +0.5% | -4.4% | -4.7% |
| 6M | +5.2% | +57.9% | -52.7% | +0.7% |
| YTD | -32.7% | +103.9% | -136.6% | -36.6% |
| 1Y | -24.8% | +159.3% | -184.1% | -30.3% |
| All | -52.4% | +549.5% | -601.9% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling