-91.0%
SNDQ vs ULTA
+16.7%
-107.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.1% | +11.2% | +11.6% |
| 7D | +66.1% | +6.7% | +59.5% | +57.0% |
| 30D | +122.5% | +21.7% | +100.8% | +90.5% |
| 3M | +11.6% | +21.5% | -9.9% | -7.5% |
| 6M | -82.2% | +27.5% | -109.7% | -86.8% |
| All | -91.0% | +16.7% | -107.8% | -94.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling