+1,744.0%
UMC vs SNAP
-76.3%
+1,820.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.0% |
| 7D | +9.0% | +3.8% | +5.2% | +8.5% |
| 30D | +17.2% | +9.2% | +8.0% | +15.8% |
| 3M | +11.4% | +6.6% | +4.8% | +10.1% |
| 6M | +137.5% | +16.9% | +120.6% | +131.3% |
| YTD | +193.1% | -29.6% | +222.7% | +201.4% |
| 1Y | +240.3% | -22.1% | +262.4% | +244.5% |
| 3Y | +262.2% | -39.8% | +302.0% | +260.0% |
| 5Y | +143.1% | -92.4% | +235.5% | +173.5% |
| All | +1,744.0% | -76.3% | +1,820.3% | +1,672.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling