+319.5%
SN vs ULTA
+26.4%
+293.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -9.3% | +9.0% | -18.3% | -11.8% |
| 30D | -4.8% | +4.6% | -9.4% | -6.3% |
| 3M | +40.4% | +22.0% | +18.5% | +31.3% |
| 6M | +50.9% | -14.7% | +65.6% | +56.9% |
| YTD | +54.9% | -6.8% | +61.7% | +56.7% |
| 1Y | +43.0% | +6.5% | +36.5% | +38.4% |
| 3Y | +391.8% | +35.6% | +356.2% | +293.0% |
| All | +319.5% | +26.4% | +293.1% | +217.5% |
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