-48.8%
SE vs ULTA
+27.7%
-76.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +4.4% |
| 7D | +6.7% | +6.7% | 0.0% | +6.5% |
| 30D | -17.2% | +21.7% | -38.9% | -17.4% |
| 3M | -28.0% | +21.5% | -49.5% | -28.1% |
| 6M | -6.1% | +27.5% | -33.7% | -6.4% |
| YTD | -37.1% | +9.2% | -46.3% | -37.2% |
| 1Y | -48.8% | +27.9% | -76.6% | -47.9% |
| All | -48.8% | +27.7% | -76.5% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling