+172.7%
SLV vs ULTA
+44.0%
+128.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.3% |
| 7D | +2.8% | -1.8% | +4.6% | +2.9% |
| 30D | +2.2% | -1.2% | +3.4% | +2.3% |
| 3M | +2.9% | +13.4% | -10.5% | +2.3% |
| 6M | -22.4% | -15.6% | -6.8% | -21.8% |
| YTD | -5.7% | -10.4% | +4.7% | -5.4% |
| 1Y | +63.3% | +5.5% | +57.9% | +62.7% |
| 3Y | +189.0% | +31.0% | +158.0% | +181.9% |
| 5Y | +172.7% | +41.8% | +130.8% | +165.4% |
| All | +172.7% | +44.0% | +128.6% | +165.4% |
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