+99.0%
SIMO vs ULTA
+23.0%
+76.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.3% |
| 7D | +4.1% | +2.5% | +1.6% | +4.5% |
| 30D | -24.0% | +11.5% | -35.5% | -22.3% |
| 3M | -31.8% | +28.1% | -59.9% | -29.0% |
| 6M | -36.9% | +34.2% | -71.1% | -33.4% |
| YTD | +84.8% | +9.2% | +75.6% | +98.1% |
| 1Y | +99.0% | +23.7% | +75.2% | +109.1% |
| All | +99.0% | +23.0% | +76.0% | +109.1% |
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