+145.8%
SITM vs ULTA
+5.8%
+140.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +5.4% |
| 7D | +3.9% | -3.1% | +6.9% | +4.0% |
| 30D | -6.6% | +2.8% | -9.4% | -6.2% |
| 3M | -11.9% | +14.8% | -26.6% | -11.7% |
| 6M | +81.1% | -16.2% | +97.4% | +86.7% |
| YTD | +80.0% | -9.6% | +89.6% | +85.3% |
| 1Y | +145.8% | +4.8% | +141.1% | +157.6% |
| All | +145.8% | +5.8% | +140.1% | +157.6% |
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