+498.5%
SAP vs ULTA
+1,924.4%
-1,425.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +0.6% | +2.5% | -1.8% | +0.2% |
| 30D | +6.5% | +11.5% | -5.0% | +4.3% |
| 3M | +12.2% | +28.1% | -15.9% | +6.9% |
| 6M | +46.1% | +34.2% | +11.8% | +37.6% |
| YTD | -1.6% | +9.2% | -10.8% | -4.1% |
| 1Y | -5.1% | +23.7% | -28.9% | -9.9% |
| 3Y | +68.4% | +69.2% | -0.8% | +47.4% |
| 5Y | +79.4% | +66.6% | +12.8% | +55.9% |
| 10Y | +230.5% | +176.6% | +53.9% | +146.6% |
| All | +498.5% | +1,924.4% | -1,425.9% | +142.3% |
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