-90.5%
SNAP vs USHY
+18.8%
-109.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | +0.3% |
| 7D | -10.6% | +0.3% | -10.9% | -11.3% |
| 30D | -19.7% | -0.1% | -19.6% | -19.1% |
| 3M | -6.5% | -1.9% | -4.7% | +0.5% |
| 6M | -17.8% | -1.0% | -16.8% | -13.9% |
| YTD | -38.0% | +0.4% | -38.4% | -37.6% |
| 1Y | -42.5% | +1.4% | -43.9% | -44.0% |
| 3Y | -55.8% | +24.9% | -80.8% | -77.1% |
| 5Y | -90.5% | +19.3% | -109.8% | -93.0% |
| All | -90.5% | +18.8% | -109.4% | -93.0% |
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