-39.0%
SNAP vs URA
-26.7%
-12.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.2% |
| 7D | -9.8% | +2.9% | -12.7% | -10.7% |
| 30D | -18.2% | -10.8% | -7.4% | -14.6% |
| 3M | -3.1% | -25.5% | +22.4% | +7.5% |
| 6M | -7.1% | -41.2% | +34.1% | +12.3% |
| YTD | -33.8% | -21.3% | -12.6% | -27.0% |
| 1Y | -39.0% | -25.7% | -13.3% | -31.7% |
| All | -39.0% | -26.7% | -12.3% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling