+57.7%
USB vs SNAP
-77.7%
+135.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.7% |
| 7D | -0.5% | -9.8% | +9.3% | +0.3% |
| 30D | +5.7% | -18.2% | +23.9% | +7.4% |
| 3M | -4.7% | -3.1% | -1.6% | -4.8% |
| 6M | +13.4% | -7.1% | +20.5% | +13.2% |
| YTD | +17.0% | -33.8% | +50.8% | +19.7% |
| 1Y | +32.4% | -39.0% | +71.4% | +36.4% |
| 3Y | +101.7% | -52.8% | +154.5% | +105.4% |
| 5Y | +24.4% | -90.0% | +114.4% | +34.4% |
| All | +57.7% | -77.7% | +135.4% | +37.9% |
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 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