-79.7%
SNAP vs URA
+148.7%
-228.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -6.9% | -4.5% |
| 7D | -7.1% | -4.1% | -3.0% | -5.3% |
| 30D | -14.6% | -19.0% | +4.4% | -6.4% |
| 3M | -5.0% | -25.1% | +20.2% | +7.1% |
| 6M | -18.8% | -44.5% | +25.7% | +3.3% |
| YTD | -38.5% | -24.3% | -14.2% | -32.7% |
| 1Y | -38.1% | -28.1% | -10.0% | -31.0% |
| 3Y | -53.8% | +40.7% | -94.4% | -65.1% |
| 5Y | -90.7% | +35.5% | -126.1% | -93.1% |
| All | -79.7% | +148.7% | -228.5% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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