+40.5%
UPS vs SNAP
-77.2%
+117.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -3.5% | +2.6% | -6.1% | -3.8% |
| 3M | -5.7% | -9.9% | +4.2% | -5.3% |
| 6M | -4.4% | +1.9% | -6.2% | -5.2% |
| YTD | +8.0% | -32.2% | +40.2% | +10.3% |
| 1Y | +29.0% | -22.8% | +51.9% | +30.1% |
| 3Y | -27.7% | -47.6% | +19.9% | -27.0% |
| 5Y | -34.3% | -92.7% | +58.4% | -28.6% |
| All | +40.5% | -77.2% | +117.7% | +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 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