+572.5%
SNPS vs ULTA
+132.3%
+440.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +0.9% | -3.1% | +4.0% | +1.7% |
| 30D | -3.6% | +2.8% | -6.4% | -4.5% |
| 3M | -12.9% | +14.8% | -27.7% | -16.4% |
| 6M | -8.2% | -16.2% | +8.0% | -4.8% |
| YTD | -15.4% | -9.6% | -5.8% | -14.2% |
| 1Y | -9.3% | +4.8% | -14.1% | -11.9% |
| 3Y | -14.0% | +30.7% | -44.6% | -23.5% |
| 5Y | +19.5% | +45.9% | -26.4% | +2.3% |
| All | +572.5% | +132.3% | +440.2% | +390.7% |
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