+75.4%
USAR vs SNAP
-58.7%
+134.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | -8.6% | +1.9% | -10.5% | -8.9% |
| 3M | -20.5% | -3.9% | -16.6% | -20.4% |
| 6M | +1.2% | +5.2% | -4.0% | +0.4% |
| YTD | +48.4% | -32.7% | +81.1% | +52.3% |
| 1Y | +30.6% | -24.8% | +55.4% | +33.9% |
| 3Y | +73.6% | -42.2% | +115.8% | +81.3% |
| All | +75.4% | -58.7% | +134.0% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling