+125.6%
ULTA vs SNY
+64.5%
+61.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.2% |
| 30D | +2.8% | -2.2% | +4.9% | +3.4% |
| 3M | +14.8% | -3.0% | +17.8% | +15.6% |
| 6M | -16.2% | +2.7% | -19.0% | -17.0% |
| YTD | -9.6% | -6.8% | -2.8% | -8.2% |
| 1Y | +4.8% | -5.3% | +10.0% | +5.8% |
| 3Y | +30.7% | -9.8% | +40.5% | +30.9% |
| 5Y | +45.9% | +9.7% | +36.2% | +33.6% |
| All | +125.6% | +64.5% | +61.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling