+29.6%
SNOW vs ULTA
+129.0%
-99.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.0% |
| 7D | -2.4% | -3.1% | +0.6% | -1.3% |
| 30D | -1.0% | +2.8% | -3.8% | -2.4% |
| 3M | +36.9% | +14.8% | +22.1% | +28.9% |
| 6M | +83.4% | -16.2% | +99.6% | +93.8% |
| YTD | +50.0% | -9.6% | +59.6% | +53.3% |
| 1Y | +46.5% | +4.8% | +41.8% | +39.8% |
| 3Y | +93.3% | +30.7% | +62.6% | +60.3% |
| 5Y | +3.3% | +45.9% | -42.6% | -18.6% |
| All | +29.6% | +129.0% | -99.5% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling