+217.9%
SIMO vs ULTA
+69.8%
+148.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.8% |
| 7D | +4.1% | +2.5% | +1.6% | +3.8% |
| 30D | -24.0% | +11.5% | -35.5% | -25.1% |
| 3M | -31.8% | +28.1% | -59.9% | -34.3% |
| 6M | -36.9% | +34.2% | -71.1% | -39.8% |
| YTD | +84.8% | +9.2% | +75.6% | +83.2% |
| 1Y | +99.0% | +23.7% | +75.2% | +90.6% |
| 3Y | +217.9% | +69.2% | +148.8% | +173.5% |
| All | +217.9% | +69.8% | +148.2% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling