+432.9%
SNXX vs ULTA
-14.9%
+447.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +23.8% |
| 7D | +34.9% | +9.0% | +25.9% | +38.8% |
| 30D | +52.5% | +4.6% | +48.0% | +58.9% |
| 3M | -41.3% | +22.0% | -63.3% | -37.6% |
| 6M | +293.8% | -14.7% | +308.5% | +330.6% |
| All | +432.9% | -14.9% | +447.8% | +499.2% |
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 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