+51.6%
UPS vs SNAP
-78.3%
+129.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -0.6% | +2.6% | -3.1% | -0.8% |
| 30D | +16.4% | -19.6% | +36.0% | +18.3% |
| 3M | +7.9% | +0.4% | +7.5% | +7.5% |
| 6M | +15.8% | -5.9% | +21.8% | +15.7% |
| YTD | +16.6% | -35.3% | +51.9% | +19.2% |
| 1Y | +22.3% | -42.6% | +64.9% | +26.1% |
| 3Y | -6.2% | -53.9% | +47.7% | -4.5% |
| 5Y | -34.4% | -90.3% | +55.9% | -29.8% |
| All | +51.6% | -78.3% | +129.8% | +37.5% |
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