-14.7%
SHOP vs ULTA
+39.1%
-53.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | -13.2% | -3.9% | -9.4% | -11.2% |
| 30D | -17.0% | -1.1% | -16.0% | -16.9% |
| 3M | +17.0% | +13.8% | +3.2% | +7.9% |
| 6M | -2.1% | -17.2% | +15.1% | +6.8% |
| YTD | -21.4% | -11.5% | -9.9% | -18.5% |
| 1Y | -11.0% | +3.9% | -14.9% | -17.7% |
| 3Y | +100.9% | +29.5% | +71.5% | +47.4% |
| 5Y | -14.7% | +42.9% | -57.6% | -46.2% |
| All | -14.7% | +39.1% | -53.8% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling