+219.9%
SLV vs ULTA
+132.3%
+87.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -2.8% | -3.1% | +0.2% | -2.6% |
| 30D | -1.6% | +2.8% | -4.4% | -1.8% |
| 3M | -4.4% | +14.8% | -19.2% | -5.5% |
| 6M | -25.4% | -16.2% | -9.2% | -24.5% |
| YTD | -9.8% | -9.6% | -0.2% | -9.4% |
| 1Y | +53.8% | +4.8% | +49.0% | +52.6% |
| 3Y | +174.7% | +30.7% | +144.0% | +165.1% |
| 5Y | +164.3% | +45.9% | +118.4% | +149.9% |
| All | +219.9% | +132.3% | +87.6% | +178.7% |
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