+74.9%
USAR vs SNAP
-58.4%
+133.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +0.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +2.6% | +2.6% | 0.0% | +2.2% |
| 3M | -35.0% | -9.9% | -25.1% | -34.4% |
| 6M | -6.9% | +1.9% | -8.7% | -7.4% |
| YTD | +48.0% | -32.2% | +80.2% | +51.7% |
| 1Y | +24.8% | -22.8% | +47.7% | +27.8% |
| 3Y | +73.2% | -47.6% | +120.8% | +80.7% |
| All | +74.9% | -58.4% | +133.2% | +82.1% |
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 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