-79.2%
SNAP vs URA
+138.3%
-217.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.3% | -8.8% | -11.7% |
| 7D | -10.4% | -13.3% | +2.9% | -4.3% |
| 30D | -11.9% | -25.9% | +13.9% | +0.4% |
| 3M | -4.5% | -27.8% | +23.3% | +9.5% |
| 6M | -16.7% | -42.8% | +26.1% | +4.6% |
| YTD | -36.9% | -27.5% | -9.4% | -29.6% |
| 1Y | -30.3% | -35.1% | +4.9% | -18.9% |
| 3Y | -52.5% | +31.1% | -83.6% | -63.0% |
| 5Y | -90.4% | +29.8% | -120.2% | -92.8% |
| All | -79.2% | +138.3% | -217.5% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling