+1,331.3%
SNPS vs ULTA
+1,583.0%
-251.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.1% |
| 7D | -5.5% | +0.7% | -6.1% | -5.6% |
| 30D | -5.8% | -2.8% | -2.9% | -5.4% |
| 3M | -17.2% | +18.7% | -35.9% | -20.2% |
| 6M | -10.4% | -15.0% | +4.6% | -8.2% |
| YTD | -16.5% | -9.2% | -7.3% | -15.7% |
| 1Y | -35.6% | +5.7% | -41.3% | -37.1% |
| 3Y | -14.6% | +32.8% | -47.4% | -21.6% |
| 5Y | +16.5% | +46.0% | -29.5% | +4.5% |
| 10Y | +556.6% | +125.5% | +431.1% | +415.3% |
| All | +1,331.3% | +1,583.0% | -251.7% | +586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling