+298.4%
SIMO vs ULTA
+46.0%
+252.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +6.7% |
| 7D | +14.6% | +0.7% | +14.0% | +14.4% |
| 30D | +6.2% | -2.8% | +9.0% | +6.7% |
| 3M | +3.6% | +18.7% | -15.1% | -1.2% |
| 6M | +130.8% | -15.0% | +145.8% | +138.7% |
| YTD | +195.8% | -9.2% | +205.0% | +199.9% |
| 1Y | +225.0% | +5.7% | +219.3% | +214.8% |
| 3Y | +452.3% | +32.8% | +419.5% | +379.2% |
| All | +298.4% | +46.0% | +252.4% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling