+327.2%
SMH vs ULTA
+44.7%
+282.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | +0.3% | -3.1% | +3.3% | +1.3% |
| 30D | -2.8% | +2.8% | -5.6% | -4.0% |
| 3M | -6.7% | +14.8% | -21.5% | -11.7% |
| 6M | +41.8% | -16.2% | +58.0% | +49.1% |
| YTD | +57.9% | -9.6% | +67.5% | +60.9% |
| 1Y | +87.6% | +4.8% | +82.9% | +79.6% |
| 3Y | +282.9% | +30.7% | +252.2% | +215.6% |
| All | +327.2% | +44.7% | +282.5% | +210.8% |
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