-92.7%
SNAP vs USHY
+21.9%
-114.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +1.9% | 0.0% | +1.9% | +2.1% |
| 3M | -3.9% | +1.2% | -5.0% | -7.3% |
| 6M | +5.2% | +2.6% | +2.6% | -2.7% |
| YTD | -32.7% | +2.4% | -35.2% | -37.3% |
| 1Y | -24.8% | +4.2% | -29.0% | -33.8% |
| 3Y | -42.2% | +28.0% | -70.2% | -72.8% |
| 5Y | -92.7% | +21.8% | -114.5% | -94.5% |
| All | -92.7% | +21.9% | -114.6% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling