+596.0%
SIMO vs ULTA
+132.3%
+463.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.2% | +6.8% |
| 7D | +11.0% | -3.1% | +14.1% | +11.8% |
| 30D | +17.9% | +2.8% | +15.1% | +16.8% |
| 3M | +3.9% | +14.8% | -10.9% | -0.1% |
| 6M | +131.0% | -16.2% | +147.2% | +138.1% |
| YTD | +209.3% | -9.6% | +218.9% | +212.6% |
| 1Y | +223.8% | +4.8% | +219.0% | +214.5% |
| 3Y | +479.2% | +30.7% | +448.5% | +418.6% |
| 5Y | +316.0% | +45.9% | +270.1% | +256.1% |
| All | +596.0% | +132.3% | +463.7% | +432.4% |
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