+553.4%
SE vs ULTA
+165.8%
+387.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.0% |
| 7D | -5.2% | -3.1% | -2.1% | -4.3% |
| 30D | -17.1% | +2.8% | -19.9% | -18.0% |
| 3M | +24.0% | +14.8% | +9.2% | +18.0% |
| 6M | +21.0% | -16.2% | +37.2% | +26.1% |
| YTD | -16.7% | -9.6% | -7.1% | -15.5% |
| 1Y | -45.9% | +4.8% | -50.7% | -48.0% |
| 3Y | +177.8% | +30.7% | +147.1% | +139.6% |
| 5Y | -67.4% | +45.9% | -113.2% | -72.2% |
| All | +553.4% | +165.8% | +387.6% | +397.3% |
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 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