+19.8%
SNPS vs ULTA
+44.7%
-24.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | +0.9% | -3.1% | +4.0% | +1.9% |
| 30D | -3.6% | +2.8% | -6.4% | -4.7% |
| 3M | -12.9% | +14.8% | -27.7% | -17.2% |
| 6M | -8.2% | -16.2% | +8.0% | -3.7% |
| YTD | -15.4% | -9.6% | -5.8% | -13.9% |
| 1Y | -9.3% | +4.8% | -14.1% | -12.9% |
| 3Y | -14.0% | +30.7% | -44.6% | -28.2% |
| All | +19.8% | +44.7% | -24.8% | -12.3% |
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 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