-62.9%
SNAP vs USHY
+48.7%
-111.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.4% |
| 7D | -9.8% | -0.2% | -9.6% | -9.1% |
| 30D | -18.2% | +0.5% | -18.7% | -19.0% |
| 3M | -3.1% | -1.2% | -1.9% | +0.7% |
| 6M | -7.1% | -0.1% | -7.0% | -6.1% |
| YTD | -33.8% | +1.1% | -34.9% | -34.6% |
| 1Y | -39.0% | +2.0% | -41.0% | -41.2% |
| 3Y | -52.8% | +25.8% | -78.6% | -72.5% |
| 5Y | -90.0% | +20.4% | -110.3% | -93.2% |
| All | -62.9% | +48.7% | -111.6% | -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