+181.6%
SE vs ULTA
+28.6%
+153.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -4.8% | -3.9% | -0.9% | -4.0% |
| 30D | -18.1% | -1.1% | -17.1% | -18.0% |
| 3M | +30.6% | +13.8% | +16.8% | +26.5% |
| 6M | +20.8% | -17.2% | +38.0% | +25.3% |
| YTD | -15.6% | -11.5% | -4.1% | -14.1% |
| 1Y | -44.2% | +3.9% | -48.1% | -45.8% |
| All | +181.6% | +28.6% | +153.1% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling