+22.7%
USB vs SNAP
-90.2%
+112.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.0% | +11.9% | -0.7% |
| 7D | -1.5% | -10.4% | +8.9% | -0.5% |
| 30D | +4.3% | -11.9% | +16.2% | +5.4% |
| 3M | -6.1% | -4.5% | -1.6% | -6.1% |
| 6M | +9.4% | -16.7% | +26.1% | +10.4% |
| YTD | +15.2% | -36.9% | +52.1% | +18.6% |
| 1Y | +32.8% | -30.3% | +63.0% | +35.2% |
| 3Y | +91.3% | -52.5% | +143.8% | +94.8% |
| 5Y | +22.7% | -90.4% | +113.1% | +33.2% |
| All | +22.7% | -90.2% | +112.9% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling