+1,531.5%
SIMO vs ULTA
+1,628.6%
-97.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.4% |
| 7D | +4.2% | +9.0% | -4.8% | +1.9% |
| 30D | +4.1% | +4.6% | -0.5% | +2.5% |
| 3M | -12.9% | +22.0% | -34.8% | -18.2% |
| 6M | +110.3% | -14.7% | +125.0% | +116.0% |
| YTD | +178.6% | -6.8% | +185.3% | +179.0% |
| 1Y | +220.0% | +6.5% | +213.5% | +207.9% |
| 3Y | +409.0% | +35.6% | +373.4% | +346.4% |
| 5Y | +277.3% | +47.6% | +229.7% | +216.7% |
| 10Y | +506.6% | +128.9% | +377.7% | +307.4% |
| All | +1,531.5% | +1,628.6% | -97.1% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling