+450.0%
SN vs ULTA
+69.8%
+380.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +2.3% |
| 7D | +1.5% | +2.5% | -0.9% | +0.7% |
| 30D | +21.5% | +11.5% | +10.0% | +17.3% |
| 3M | +20.0% | +28.1% | -8.1% | +10.5% |
| 6M | +119.9% | +34.2% | +85.7% | +98.5% |
| YTD | +102.3% | +9.2% | +93.1% | +94.4% |
| 1Y | +148.0% | +23.7% | +124.2% | +128.4% |
| 3Y | +450.0% | +69.2% | +380.8% | +319.9% |
| All | +450.0% | +69.8% | +380.2% | +319.9% |
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