+3,798.4%
SMH vs ULTA
+1,541.3%
+2,257.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +1.4% | -3.9% | +5.2% | +2.3% |
| 30D | -2.2% | -1.1% | -1.2% | -2.2% |
| 3M | -1.9% | +13.8% | -15.6% | -5.4% |
| 6M | +41.0% | -17.2% | +58.3% | +46.1% |
| YTD | +55.6% | -11.5% | +67.0% | +58.3% |
| 1Y | +86.8% | +3.9% | +82.9% | +82.2% |
| 3Y | +277.7% | +29.5% | +248.2% | +241.3% |
| 5Y | +324.2% | +42.9% | +281.3% | +272.2% |
| 10Y | +1,828.6% | +124.4% | +1,704.2% | +1,330.4% |
| All | +3,798.4% | +1,541.3% | +2,257.1% | +1,350.9% |
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