-63.4%
SNAP vs USHY
+48.0%
-111.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.1% |
| 7D | +6.0% | -0.4% | +6.5% | +7.4% |
| 30D | -13.8% | +0.6% | -14.4% | -14.9% |
| 3M | -0.8% | -2.0% | +1.2% | +5.7% |
| 6M | -6.2% | -0.5% | -5.7% | -3.9% |
| YTD | -34.8% | +0.6% | -35.4% | -34.7% |
| 1Y | -38.7% | +2.1% | -40.8% | -41.0% |
| 3Y | -53.5% | +25.3% | -78.8% | -72.6% |
| 5Y | -90.2% | +19.7% | -109.9% | -93.3% |
| All | -63.4% | +48.0% | -111.4% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling