-77.7%
SNAP vs ULTA
+105.3%
-182.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | +0.7% | +9.0% | -8.3% | -2.3% |
| 30D | +2.6% | +4.6% | -1.9% | +0.8% |
| 3M | -9.9% | +22.0% | -31.9% | -16.1% |
| 6M | +1.9% | -14.7% | +16.6% | +6.7% |
| YTD | -32.2% | -6.8% | -25.5% | -31.4% |
| 1Y | -22.8% | +6.5% | -29.4% | -25.9% |
| 3Y | -47.6% | +35.6% | -83.2% | -55.4% |
| 5Y | -92.7% | +47.6% | -140.3% | -93.9% |
| All | -77.7% | +105.3% | -182.9% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling