+236.6%
SAP vs ULTA
+174.9%
+61.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +0.6% | +2.5% | -1.8% | +0.1% |
| 30D | +6.5% | +11.5% | -5.0% | +3.9% |
| 3M | +12.2% | +28.1% | -15.9% | +6.0% |
| 6M | +46.1% | +34.2% | +11.8% | +36.1% |
| YTD | -1.6% | +9.2% | -10.8% | -4.6% |
| 1Y | -5.1% | +23.7% | -28.9% | -10.8% |
| 3Y | +68.4% | +69.2% | -0.8% | +43.0% |
| 5Y | +79.4% | +66.6% | +12.8% | +50.6% |
| All | +236.6% | +174.9% | +61.7% | +132.8% |
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