+52.4%
UPS vs SNAP
-79.0%
+131.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +2.3% |
| 7D | +1.1% | -7.3% | +8.5% | +1.7% |
| 30D | +17.3% | -18.9% | +36.3% | +19.1% |
| 3M | +7.9% | -5.3% | +13.1% | +8.0% |
| 6M | +13.7% | -16.9% | +30.7% | +14.7% |
| YTD | +17.2% | -37.4% | +54.6% | +20.1% |
| 1Y | +23.2% | -38.5% | +61.7% | +26.4% |
| 3Y | -5.9% | -55.1% | +49.2% | -4.0% |
| 5Y | -33.1% | -90.8% | +57.7% | -28.0% |
| All | +52.4% | -79.0% | +131.3% | +38.6% |
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