-92.9%
SNAP vs ULTA
+44.0%
-136.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.1% |
| 30D | -0.7% | -1.2% | +0.5% | -0.4% |
| 3M | -5.0% | +13.4% | -18.4% | -11.4% |
| 6M | +3.5% | -15.6% | +19.1% | +11.5% |
| YTD | -34.2% | -10.4% | -23.8% | -31.9% |
| 1Y | -27.1% | +5.5% | -32.5% | -31.8% |
| 3Y | -43.5% | +31.0% | -74.4% | -58.1% |
| 5Y | -92.9% | +41.8% | -134.7% | -95.4% |
| All | -92.9% | +44.0% | -136.9% | -95.4% |
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