+146.9%
SMTC vs ULTA
+6.6%
+140.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +8.0% | +9.0% |
| 7D | +12.7% | +9.0% | +3.7% | +11.4% |
| 30D | +22.0% | +4.6% | +17.4% | +22.1% |
| 3M | -12.7% | +22.0% | -34.6% | -15.4% |
| 6M | +64.8% | -14.7% | +79.5% | +69.9% |
| YTD | +100.7% | -6.8% | +107.4% | +105.3% |
| 1Y | +146.9% | +6.5% | +140.3% | +152.0% |
| All | +146.9% | +6.6% | +140.2% | +152.0% |
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