-85.6%
SMR vs ULTA
+27.7%
-113.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.5% | -5.6% |
| 7D | -9.5% | +6.7% | -16.2% | -11.1% |
| 30D | -33.2% | +21.7% | -54.9% | -36.8% |
| 3M | -45.9% | +21.5% | -67.4% | -48.9% |
| 6M | -57.9% | +27.5% | -85.4% | -60.6% |
| YTD | -63.8% | +9.2% | -73.0% | -63.6% |
| 1Y | -85.6% | +27.9% | -113.5% | -85.6% |
| All | -85.6% | +27.7% | -113.3% | -85.6% |
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