-52.0%
SNAP vs UMAC
+494.0%
-546.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -3.9% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | +2.6% | -7.7% | +10.3% | +2.7% |
| 3M | -9.9% | -26.4% | +16.6% | -9.3% |
| 6M | +1.9% | +61.9% | -60.0% | -2.6% |
| YTD | -32.2% | +86.5% | -118.7% | -35.9% |
| 1Y | -22.8% | +156.3% | -179.2% | -28.4% |
| All | -52.0% | +494.0% | -546.0% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling