-34.6%
UPS vs SNAP
-92.9%
+58.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | -2.3% | +1.9% | -4.2% | -2.6% |
| 3M | -5.2% | -3.9% | -1.3% | -5.3% |
| 6M | +1.4% | +5.2% | -3.8% | +0.2% |
| YTD | +6.1% | -32.7% | +38.8% | +8.6% |
| 1Y | +27.0% | -24.8% | +51.8% | +28.4% |
| 3Y | -25.9% | -42.2% | +16.2% | -25.7% |
| 5Y | -34.6% | -92.7% | +58.1% | -32.3% |
| All | -34.6% | -92.9% | +58.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling