+237.6%
UMC vs SNAP
-26.7%
+264.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.3% |
| 7D | +13.6% | -5.0% | +18.6% | +14.4% |
| 30D | +20.8% | -0.7% | +21.5% | +20.6% |
| 3M | +16.1% | -5.0% | +21.2% | +17.2% |
| 6M | +137.3% | +3.5% | +133.8% | +134.5% |
| YTD | +193.8% | -34.2% | +228.0% | +195.7% |
| All | +237.6% | -26.7% | +264.2% | +246.4% |
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