-92.8%
SNAP vs URA
+128.0%
-220.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +0.7% | +1.1% | -0.3% | +0.2% |
| 30D | +2.6% | +7.4% | -4.8% | -1.1% |
| 3M | -9.9% | -8.4% | -1.5% | -6.7% |
| 6M | +1.9% | -12.7% | +14.6% | +6.7% |
| YTD | -32.2% | +7.8% | -40.0% | -36.8% |
| 1Y | -22.8% | +19.5% | -42.3% | -34.1% |
| 3Y | -47.6% | +116.4% | -164.0% | -70.8% |
| All | -92.8% | +128.0% | -220.8% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling