-73.1%
SMR vs ULTA
+6.6%
-79.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +4.4% | +9.0% | -4.6% | +1.9% |
| 30D | +3.4% | +4.6% | -1.2% | +2.2% |
| 3M | -19.2% | +22.0% | -41.1% | -23.5% |
| 6M | -22.6% | -14.7% | -7.9% | -20.7% |
| YTD | -31.5% | -6.8% | -24.8% | -28.4% |
| 1Y | -73.1% | +6.5% | -79.6% | -70.2% |
| All | -73.1% | +6.6% | -79.7% | -70.2% |
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