+30.5%
SNOW vs ULTA
+127.0%
-96.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +8.4% | -1.8% | +10.2% | +9.1% |
| 30D | -1.0% | -1.2% | +0.3% | -0.8% |
| 3M | +38.3% | +13.4% | +24.9% | +30.9% |
| 6M | +81.3% | -15.6% | +96.9% | +91.0% |
| YTD | +51.1% | -10.4% | +61.6% | +55.0% |
| 1Y | +47.0% | +5.5% | +41.5% | +39.8% |
| 3Y | +99.7% | +31.0% | +68.8% | +65.4% |
| 5Y | +3.6% | +41.8% | -38.2% | -18.0% |
| All | +30.5% | +127.0% | -96.4% | +19.2% |
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