-22.1%
SNAP vs ULTA
+5.8%
-27.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.3% |
| 7D | +3.8% | -3.1% | +6.9% | +4.8% |
| 30D | +9.2% | +2.8% | +6.4% | +8.1% |
| 3M | +6.6% | +14.8% | -8.2% | +2.3% |
| 6M | +16.9% | -16.2% | +33.1% | +18.9% |
| YTD | -29.6% | -9.6% | -20.0% | -30.3% |
| 1Y | -22.1% | +4.8% | -26.9% | -24.7% |
| All | -22.1% | +5.8% | -27.8% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling