+98.3%
USB vs SNAP
-46.7%
+145.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -1.3% | +2.6% | -3.9% | -1.8% |
| 3M | +15.2% | -9.9% | +25.1% | +16.0% |
| 6M | +18.8% | +1.9% | +17.0% | +16.9% |
| YTD | +21.0% | -32.2% | +53.2% | +25.3% |
| 1Y | +34.0% | -22.8% | +56.9% | +35.7% |
| All | +98.3% | -46.7% | +145.0% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling