+3,991.8%
SMCI vs ULTA
+1,575.4%
+2,416.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +6.7% |
| 7D | +1.3% | -3.1% | +4.4% | +2.2% |
| 30D | +6.6% | +2.8% | +3.8% | +5.6% |
| 3M | +25.4% | +14.8% | +10.7% | +20.3% |
| 6M | +26.1% | -16.2% | +42.4% | +31.4% |
| YTD | +37.0% | -9.6% | +46.6% | +39.7% |
| 1Y | -8.8% | +4.8% | -13.5% | -10.9% |
| 3Y | +44.6% | +30.7% | +13.9% | +30.6% |
| 5Y | +995.9% | +45.9% | +950.0% | +845.6% |
| 10Y | +1,801.4% | +129.0% | +1,672.3% | +1,268.7% |
| All | +3,991.8% | +1,575.4% | +2,416.4% | +1,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling