+56.2%
SAP vs ULTA
+44.0%
+12.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | +16.9% | +13.4% | +3.5% | +13.4% |
| 6M | +6.3% | -15.6% | +22.0% | +9.5% |
| YTD | -12.4% | -10.4% | -2.0% | -11.2% |
| 1Y | -21.6% | +5.5% | -27.1% | -23.7% |
| 3Y | +54.8% | +31.0% | +23.8% | +37.3% |
| 5Y | +56.2% | +41.8% | +14.3% | +29.2% |
| All | +56.2% | +44.0% | +12.1% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling