+69.4%
USAR vs SNAP
-59.6%
+129.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.1% |
| 7D | -4.4% | -5.0% | +0.6% | -3.8% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -18.4% | -5.0% | -13.4% | -18.1% |
| 6M | -8.8% | +3.5% | -12.3% | -9.3% |
| YTD | +43.4% | -34.2% | +77.6% | +47.6% |
| 1Y | +21.0% | -27.1% | +48.1% | +24.4% |
| 3Y | +67.7% | -43.5% | +111.2% | +75.7% |
| All | +69.4% | -59.6% | +129.0% | +77.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling