+185.2%
SITM vs ULTA
+44.7%
+140.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +4.3% |
| 7D | +3.9% | -3.1% | +6.9% | +5.8% |
| 30D | -6.6% | +2.8% | -9.4% | -8.7% |
| 3M | -11.9% | +14.8% | -26.6% | -20.2% |
| 6M | +81.1% | -16.2% | +97.4% | +97.2% |
| YTD | +80.0% | -9.6% | +89.6% | +84.9% |
| 1Y | +145.8% | +4.8% | +141.1% | +124.7% |
| 3Y | +475.9% | +30.7% | +445.2% | +313.9% |
| All | +185.2% | +44.7% | +140.6% | +75.6% |
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 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