-42.5%
SNAP vs URA
-30.3%
-12.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.2% |
| 7D | -10.6% | +0.3% | -10.9% | -10.5% |
| 30D | -19.7% | -14.8% | -5.0% | -14.8% |
| 3M | -6.5% | -25.3% | +18.8% | +3.5% |
| 6M | -17.8% | -39.9% | +22.2% | -1.8% |
| YTD | -38.0% | -22.4% | -15.6% | -31.1% |
| 1Y | -42.5% | -29.0% | -13.5% | -34.5% |
| All | -42.5% | -30.3% | -12.2% | -34.5% |
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