+1,817.6%
SMH vs ULTA
+132.3%
+1,685.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | +0.3% | -3.1% | +3.3% | +1.2% |
| 30D | -2.8% | +2.8% | -5.6% | -3.9% |
| 3M | -6.7% | +14.8% | -21.5% | -11.2% |
| 6M | +41.8% | -16.2% | +58.0% | +47.8% |
| YTD | +57.9% | -9.6% | +67.5% | +60.3% |
| 1Y | +87.6% | +4.8% | +82.9% | +81.0% |
| 3Y | +282.9% | +30.7% | +252.2% | +232.6% |
| 5Y | +330.4% | +45.9% | +284.5% | +256.8% |
| All | +1,817.6% | +132.3% | +1,685.3% | +1,205.0% |
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 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