-18.3%
USAR vs SNAP
-62.3%
+43.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.6% | +13.4% | +11.2% |
| 7D | -14.5% | -7.1% | -7.4% | -13.7% |
| 30D | -37.8% | -14.6% | -23.2% | -36.5% |
| 3M | -52.8% | -5.0% | -47.8% | -52.5% |
| 6M | -71.2% | -18.8% | -52.4% | -70.6% |
| YTD | -30.9% | -38.5% | +7.7% | -28.3% |
| 1Y | -48.0% | -38.1% | -9.9% | -46.0% |
| 3Y | -19.7% | -53.8% | +34.1% | -15.3% |
| All | -18.3% | -62.3% | +43.9% | -13.9% |
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