-49.8%
USAR vs SNAP
-22.3%
-27.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.9% | -11.8% | -7.9% |
| 7D | -21.8% | -0.7% | -21.1% | -21.7% |
| 30D | -39.9% | +5.5% | -45.5% | -41.5% |
| 3M | -52.5% | +2.2% | -54.8% | -53.5% |
| 6M | -67.9% | -4.1% | -63.9% | -67.7% |
| YTD | -31.1% | -26.6% | -4.5% | -18.3% |
| 1Y | -49.8% | -20.7% | -29.1% | -42.7% |
| All | -49.8% | -22.3% | -27.5% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling