-90.0%
SNAP vs ULTA
+67.7%
-157.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.2% |
| 7D | -9.8% | -0.2% | -9.6% | -9.6% |
| 30D | -18.2% | +16.1% | -34.4% | -24.7% |
| 3M | -3.1% | +21.7% | -24.8% | -13.4% |
| 6M | -7.1% | +28.7% | -35.9% | -19.8% |
| YTD | -33.8% | +8.9% | -42.8% | -38.5% |
| 1Y | -39.0% | +26.1% | -65.1% | -48.4% |
| 3Y | -52.8% | +69.1% | -121.9% | -70.8% |
| 5Y | -90.0% | +66.6% | -156.6% | -94.4% |
| All | -90.0% | +67.7% | -157.7% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling