+847.6%
SMTC vs ULTA
+1,560.4%
-712.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | +22.5% | -1.8% | +24.3% | +23.1% |
| 30D | +24.9% | -1.2% | +26.1% | +24.8% |
| 3M | +4.1% | +13.4% | -9.3% | -0.5% |
| 6M | +92.6% | -15.6% | +108.2% | +99.9% |
| YTD | +122.5% | -10.4% | +132.9% | +126.8% |
| 1Y | +166.2% | +5.5% | +160.8% | +157.3% |
| 3Y | +577.2% | +31.0% | +546.2% | +508.0% |
| 5Y | +119.0% | +41.8% | +77.1% | +89.8% |
| 10Y | +527.9% | +127.0% | +400.9% | +355.4% |
| All | +847.6% | +1,560.4% | -712.7% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling