+309.7%
SN vs ULTA
+21.4%
+288.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | -9.1% | -1.2% | -7.8% | -8.9% |
| 3M | +31.8% | +13.4% | +18.4% | +26.0% |
| 6M | +52.0% | -15.6% | +67.7% | +58.6% |
| YTD | +51.3% | -10.4% | +61.7% | +54.9% |
| 1Y | +46.9% | +5.5% | +41.4% | +42.5% |
| 3Y | +394.9% | +31.0% | +364.0% | +301.8% |
| All | +309.7% | +21.4% | +288.2% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling