-14.9%
SNPS vs ULTA
+30.1%
-44.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -5.5% | -1.8% | -3.7% | -5.1% |
| 30D | -4.5% | -1.2% | -3.2% | -4.4% |
| 3M | -15.5% | +13.4% | -28.9% | -18.1% |
| 6M | -10.1% | -15.6% | +5.6% | -6.9% |
| YTD | -16.3% | -10.4% | -5.8% | -14.9% |
| 1Y | -34.9% | +5.5% | -40.4% | -36.8% |
| All | -14.9% | +30.1% | -44.9% | -24.3% |
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 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