+175.8%
SLV vs ULTA
+174.9%
+0.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -5.8% | +2.5% | -8.3% | -6.0% |
| 30D | -12.1% | +11.5% | -23.6% | -12.9% |
| 3M | -24.1% | +28.1% | -52.3% | -25.6% |
| 6M | -44.4% | +34.2% | -78.6% | -45.7% |
| YTD | -31.5% | +9.2% | -40.7% | -32.2% |
| 1Y | -6.9% | +23.7% | -30.7% | -8.8% |
| 3Y | +116.0% | +69.2% | +46.8% | +104.1% |
| 5Y | +88.4% | +66.6% | +21.8% | +76.4% |
| All | +175.8% | +174.9% | +0.9% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling