+50.8%
UAL vs SNAP
-78.8%
+129.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.0% | +9.5% | -2.0% |
| 7D | +5.0% | -10.4% | +15.4% | +7.0% |
| 30D | -1.2% | -11.9% | +10.7% | +0.8% |
| 3M | -16.8% | -4.5% | -12.3% | -16.5% |
| 6M | +18.0% | -16.7% | +34.7% | +20.6% |
| YTD | -1.2% | -36.9% | +35.7% | +4.9% |
| 1Y | +14.3% | -30.3% | +44.6% | +19.1% |
| 3Y | +194.6% | -52.5% | +247.1% | +211.9% |
| 5Y | +109.6% | -90.4% | +200.0% | +153.2% |
| All | +50.8% | -78.8% | +129.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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