-79.6%
SNAP vs URA
+155.0%
-234.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.3% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | -19.7% | -14.8% | -5.0% | -13.9% |
| 3M | -6.5% | -25.3% | +18.8% | +5.5% |
| 6M | -17.8% | -39.9% | +22.2% | +1.1% |
| YTD | -38.0% | -22.4% | -15.6% | -32.9% |
| 1Y | -42.5% | -29.0% | -13.5% | -35.6% |
| 3Y | -55.8% | +41.0% | -96.8% | -66.7% |
| 5Y | -90.5% | +38.3% | -128.9% | -93.1% |
| All | -79.6% | +155.0% | -234.5% | -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