+72.5%
SMR vs ULTA
+28.6%
+43.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -5.0% |
| 7D | +4.7% | -3.9% | +8.6% | +6.5% |
| 30D | +3.2% | -1.1% | +4.3% | +3.3% |
| 3M | +9.9% | +13.8% | -3.9% | +2.0% |
| 6M | -15.1% | -17.2% | +2.1% | -7.9% |
| YTD | -27.9% | -11.5% | -16.5% | -24.0% |
| 1Y | -70.2% | +3.9% | -74.2% | -71.6% |
| All | +72.5% | +28.6% | +43.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling