+220.0%
SIMO vs ULTA
+6.6%
+213.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.8% |
| 7D | +4.2% | +9.0% | -4.8% | +4.8% |
| 30D | +4.1% | +4.6% | -0.5% | +5.1% |
| 3M | -12.9% | +22.0% | -34.8% | -12.1% |
| 6M | +110.3% | -14.7% | +125.0% | +124.5% |
| YTD | +178.6% | -6.8% | +185.3% | +189.3% |
| 1Y | +220.0% | +6.5% | +213.5% | +232.3% |
| All | +220.0% | +6.6% | +213.4% | +232.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling