+368.8%
SNXX vs ULTA
-17.5%
+386.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.1% | -6.4% |
| 7D | -12.0% | -3.1% | -9.0% | -12.8% |
| 30D | +37.9% | +2.8% | +35.1% | +42.5% |
| 3M | -52.7% | +14.8% | -67.4% | -50.0% |
| 6M | +194.8% | -16.2% | +211.0% | +216.6% |
| All | +368.8% | -17.5% | +386.3% | +422.2% |
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 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