+96.2%
SMH vs ULTA
+6.6%
+89.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | +2.5% | +9.0% | -6.5% | +1.8% |
| 30D | -0.5% | +4.6% | -5.0% | -0.6% |
| 3M | -9.6% | +22.0% | -31.6% | -11.3% |
| 6M | +42.1% | -14.7% | +56.8% | +46.3% |
| YTD | +57.4% | -6.8% | +64.2% | +59.8% |
| 1Y | +96.2% | +6.5% | +89.7% | +100.3% |
| All | +96.2% | +6.6% | +89.6% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling