-42.2%
SNAP vs ULTA
+32.1%
-74.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.2% |
| 30D | +1.9% | -2.8% | +4.7% | +2.7% |
| 3M | -3.9% | +18.7% | -22.6% | -9.8% |
| 6M | +5.2% | -15.0% | +20.3% | +10.4% |
| YTD | -32.7% | -9.2% | -23.5% | -31.5% |
| 1Y | -24.8% | +5.7% | -30.5% | -28.1% |
| 3Y | -42.2% | +32.8% | -74.9% | -59.3% |
| All | -42.2% | +32.1% | -74.2% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling