-62.0%
SNAP vs USHY
+50.7%
-112.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -0.1% | +0.9% | +1.1% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | -9.9% | +0.8% | -10.7% | -11.5% |
| 6M | +1.9% | +1.7% | +0.1% | -1.7% |
| YTD | -32.2% | +2.5% | -34.7% | -35.8% |
| 1Y | -22.8% | +4.4% | -27.3% | -30.3% |
| 3Y | -47.6% | +27.4% | -75.0% | -70.6% |
| 5Y | -92.7% | +21.7% | -114.5% | -95.3% |
| All | -62.0% | +50.7% | -112.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling