-90.4%
SNAP vs URI
+178.2%
-268.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.1% | -6.9% | -10.5% |
| 7D | -10.4% | -12.9% | +2.5% | -3.9% |
| 30D | -11.9% | -3.4% | -8.5% | -10.4% |
| 3M | -4.5% | -10.0% | +5.5% | 0.0% |
| 6M | -16.7% | +12.2% | -28.9% | -23.1% |
| YTD | -36.9% | +29.8% | -66.7% | -48.5% |
| 1Y | -30.3% | +24.6% | -54.9% | -41.7% |
| 3Y | -52.5% | +137.6% | -190.1% | -75.7% |
| 5Y | -90.4% | +176.6% | -267.0% | -96.0% |
| All | -90.4% | +178.2% | -268.6% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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