+171.3%
SAP vs ULTA
+127.6%
+43.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -5.1% | -3.9% | -1.2% | -4.3% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | +20.9% | +13.8% | +7.2% | +17.2% |
| 6M | +7.0% | -17.2% | +24.2% | +10.7% |
| YTD | -13.7% | -11.5% | -2.3% | -12.3% |
| 1Y | -19.6% | +3.9% | -23.5% | -21.3% |
| 3Y | +52.4% | +29.5% | +22.9% | +37.8% |
| 5Y | +54.4% | +42.9% | +11.5% | +34.2% |
| All | +171.3% | +127.6% | +43.8% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling