-13.0%
USAR vs SNAP
-61.6%
+48.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.7% | +6.3% |
| 7D | -1.1% | -7.3% | +6.3% | 0.0% |
| 30D | -30.3% | -18.9% | -11.3% | -28.3% |
| 3M | -54.7% | -5.3% | -49.4% | -54.4% |
| 6M | -67.5% | -16.9% | -50.6% | -66.9% |
| YTD | -26.4% | -37.4% | +11.0% | -23.8% |
| 1Y | -49.5% | -38.5% | -11.0% | -47.7% |
| 3Y | -14.5% | -55.1% | +40.6% | -10.0% |
| All | -13.0% | -61.6% | +48.6% | -8.6% |
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