+1,561.9%
SNPS vs ULTA
+1,924.4%
-362.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | -10.6% | +34.2% | -44.9% | -16.2% |
| YTD | -3.1% | +9.2% | -12.3% | -5.8% |
| 1Y | +15.6% | +23.7% | -8.2% | +9.4% |
| 3Y | -12.9% | +69.2% | -82.1% | -23.9% |
| 5Y | +31.2% | +66.6% | -35.4% | +14.6% |
| 10Y | +663.4% | +176.6% | +486.8% | +475.8% |
| All | +1,561.9% | +1,924.4% | -362.5% | +667.3% |
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 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