+751.3%
SGI vs ULTA
+1,583.0%
-831.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.6% |
| 7D | +9.3% | +0.7% | +8.6% | +9.0% |
| 30D | +6.9% | -2.8% | +9.7% | +7.7% |
| 3M | +2.8% | +18.7% | -15.8% | -4.6% |
| 6M | -12.6% | -15.0% | +2.4% | -8.1% |
| YTD | -21.5% | -9.2% | -12.3% | -19.8% |
| 1Y | -18.8% | +5.7% | -24.4% | -22.3% |
| 3Y | +60.8% | +32.8% | +28.1% | +35.3% |
| 5Y | +60.0% | +46.0% | +14.0% | +28.7% |
| 10Y | +267.8% | +125.5% | +142.3% | +135.3% |
| All | +751.3% | +1,583.0% | -831.7% | +65.6% |
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