+530.1%
SMTC vs ULTA
+132.3%
+397.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.3% |
| 7D | +13.1% | -3.1% | +16.2% | +14.4% |
| 30D | +19.5% | +2.8% | +16.7% | +17.5% |
| 3M | +2.2% | +14.8% | -12.5% | -4.5% |
| 6M | +94.9% | -16.2% | +111.1% | +106.0% |
| YTD | +127.0% | -9.6% | +136.6% | +132.1% |
| 1Y | +174.6% | +4.8% | +169.8% | +161.7% |
| 3Y | +615.9% | +30.7% | +585.2% | +504.9% |
| 5Y | +125.6% | +45.9% | +79.7% | +77.5% |
| All | +530.1% | +132.3% | +397.8% | +296.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling