-76.8%
SNAP vs ULTA
+99.0%
-175.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.2% |
| 7D | +3.8% | -3.1% | +6.9% | +5.0% |
| 30D | +9.2% | +2.8% | +6.4% | +7.9% |
| 3M | +6.6% | +14.8% | -8.2% | +1.4% |
| 6M | +16.9% | -16.2% | +33.1% | +23.2% |
| YTD | -29.6% | -9.6% | -20.0% | -28.0% |
| 1Y | -22.1% | +4.8% | -26.9% | -24.7% |
| 3Y | -39.8% | +30.7% | -70.5% | -48.1% |
| 5Y | -92.4% | +45.9% | -138.3% | -93.6% |
| All | -76.8% | +99.0% | -175.7% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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