-5.1%
SNXX vs ULTA
-2.0%
-3.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -1.6% | -41.4% | -43.8% |
| 7D | -66.8% | +0.2% | -67.1% | -66.8% |
| 30D | -79.7% | +18.7% | -98.4% | -77.9% |
| 3M | -72.8% | +20.5% | -93.3% | -69.5% |
| 6M | -84.7% | +22.0% | -106.7% | -82.2% |
| All | -5.1% | -2.0% | -3.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling