+63.1%
USB vs SNAP
-77.2%
+140.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | -1.3% | +2.6% | -3.9% | -1.7% |
| 3M | +15.2% | -9.9% | +25.1% | +15.7% |
| 6M | +18.8% | +1.9% | +17.0% | +17.5% |
| YTD | +21.0% | -32.2% | +53.2% | +23.9% |
| 1Y | +34.0% | -22.8% | +56.9% | +35.2% |
| 3Y | +95.3% | -47.6% | +142.9% | +97.5% |
| 5Y | +40.4% | -92.7% | +133.1% | +55.2% |
| All | +63.1% | -77.2% | +140.3% | +42.7% |
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