-12.9%
SNPS vs ULTA
+69.8%
-82.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +1.1% | +2.5% | -1.4% | +0.6% |
| 30D | -5.2% | +11.5% | -16.7% | -7.2% |
| 3M | +10.6% | +28.1% | -17.6% | +4.8% |
| 6M | -10.6% | +34.2% | -44.9% | -16.4% |
| YTD | -3.1% | +9.2% | -12.3% | -5.5% |
| 1Y | +15.6% | +23.7% | -8.2% | +8.8% |
| 3Y | -12.9% | +69.2% | -82.1% | -24.7% |
| All | -12.9% | +69.8% | -82.7% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling