+96.6%
USB vs SNAP
-44.9%
+141.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | +6.6% | +5.5% | +1.0% | +5.7% |
| 3M | -4.1% | +2.2% | -6.3% | -4.8% |
| 6M | +12.5% | -4.1% | +16.5% | +12.0% |
| YTD | +17.6% | -26.6% | +44.3% | +20.1% |
| 1Y | +36.5% | -20.7% | +57.3% | +37.8% |
| All | +96.6% | -44.9% | +141.5% | +66.5% |
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