+31.7%
SNPS vs ULTA
+65.2%
-33.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.3% |
| 30D | -5.2% | +11.5% | -16.7% | -8.5% |
| 3M | +10.6% | +28.1% | -17.6% | +1.5% |
| 6M | -10.6% | +34.2% | -44.9% | -19.7% |
| YTD | -3.1% | +9.2% | -12.3% | -7.4% |
| 1Y | +15.6% | +23.7% | -8.2% | +5.0% |
| 3Y | -12.9% | +69.2% | -82.1% | -34.8% |
| All | +31.7% | +65.2% | -33.5% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling