-78.2%
SNAP vs URA
+158.7%
-236.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.1% |
| 7D | -9.8% | +2.9% | -12.7% | -10.8% |
| 30D | -18.2% | -10.8% | -7.4% | -14.0% |
| 3M | -3.1% | -25.5% | +22.4% | +9.5% |
| 6M | -7.1% | -41.2% | +34.1% | +15.4% |
| YTD | -33.8% | -21.3% | -12.6% | -28.9% |
| 1Y | -39.0% | -25.7% | -13.3% | -33.1% |
| 3Y | -52.8% | +43.1% | -95.9% | -64.6% |
| 5Y | -90.0% | +35.6% | -125.6% | -92.7% |
| All | -78.2% | +158.7% | -236.9% | -90.2% |
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