+2,993.7%
SHOP vs ULTA
+132.3%
+2,861.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.9% |
| 7D | -11.2% | -3.1% | -8.2% | -10.1% |
| 30D | -14.4% | +2.8% | -17.2% | -15.5% |
| 3M | +16.6% | +14.8% | +1.8% | +10.1% |
| 6M | -0.6% | -16.2% | +15.7% | +5.1% |
| YTD | -20.0% | -9.6% | -10.4% | -18.4% |
| 1Y | -11.2% | +4.8% | -16.0% | -15.2% |
| 3Y | +99.5% | +30.7% | +68.8% | +69.7% |
| 5Y | -13.2% | +45.9% | -59.1% | -28.2% |
| All | +2,993.7% | +132.3% | +2,861.4% | +1,971.7% |
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