+1,591.7%
UMC vs SNAP
-77.2%
+1,668.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.1% |
| 7D | +5.0% | +0.7% | +4.2% | +4.8% |
| 30D | +7.7% | +2.6% | +5.0% | +7.1% |
| 3M | +1.7% | -9.9% | +11.5% | +2.5% |
| 6M | +113.9% | +1.9% | +112.1% | +111.7% |
| YTD | +168.9% | -32.2% | +201.1% | +177.8% |
| 1Y | +207.2% | -22.8% | +230.0% | +211.4% |
| 3Y | +227.7% | -47.6% | +275.3% | +231.0% |
| 5Y | +118.0% | -92.7% | +210.8% | +146.7% |
| All | +1,591.7% | -77.2% | +1,668.9% | +1,534.3% |
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