-78.5%
SNAP vs URA
+144.9%
-223.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +6.0% | -1.5% | +7.6% | +6.7% |
| 30D | -13.8% | -10.4% | -3.4% | -9.6% |
| 3M | -0.8% | -29.6% | +28.9% | +14.9% |
| 6M | -6.2% | -40.3% | +34.0% | +15.6% |
| YTD | -34.8% | -25.5% | -9.3% | -28.2% |
| 1Y | -38.7% | -26.4% | -12.3% | -32.6% |
| 3Y | -53.5% | +31.4% | -84.9% | -63.7% |
| 5Y | -90.2% | +28.6% | -118.8% | -92.7% |
| All | -78.5% | +144.9% | -223.4% | -90.1% |
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