-34.5%
UPS vs SNAP
-90.7%
+56.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | 0.0% | -7.1% | +7.2% | +0.7% |
| 30D | +17.3% | -14.6% | +32.0% | +18.8% |
| 3M | +6.6% | -5.0% | +11.6% | +6.7% |
| 6M | +12.0% | -18.8% | +30.8% | +13.3% |
| YTD | +14.4% | -38.5% | +52.9% | +17.8% |
| 1Y | +23.3% | -38.1% | +61.4% | +26.7% |
| 3Y | -9.6% | -53.8% | +44.1% | -8.0% |
| All | -34.5% | -90.7% | +56.3% | -27.3% |
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