+452.3%
SIMO vs ULTA
+32.1%
+420.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +6.6% |
| 7D | +14.6% | +0.7% | +14.0% | +14.5% |
| 30D | +6.2% | -2.8% | +9.0% | +6.8% |
| 3M | +3.6% | +18.7% | -15.1% | -0.1% |
| 6M | +130.8% | -15.0% | +145.8% | +139.2% |
| YTD | +195.8% | -9.2% | +205.0% | +201.0% |
| 1Y | +225.0% | +5.7% | +219.3% | +217.3% |
| 3Y | +452.3% | +32.8% | +419.5% | +380.1% |
| All | +452.3% | +32.1% | +420.2% | +380.1% |
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 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