+115.0%
UMC vs SNAP
-22.3%
+137.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -2.9% |
| 7D | -14.7% | -0.7% | -14.0% | -14.6% |
| 30D | -32.9% | +5.5% | -38.4% | -33.3% |
| 3M | -22.2% | +2.2% | -24.4% | -22.5% |
| 6M | +25.9% | -4.1% | +30.0% | +26.3% |
| YTD | +107.9% | -26.6% | +134.6% | +96.4% |
| 1Y | +115.0% | -20.7% | +135.8% | +106.1% |
| All | +115.0% | -22.3% | +137.3% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling