+153.1%
SO vs ULTA
+132.3%
+20.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.9% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | -5.0% | +2.8% | -7.8% | -5.4% |
| 3M | -5.8% | +14.8% | -20.5% | -7.4% |
| 6M | -7.9% | -16.2% | +8.3% | -6.5% |
| YTD | +2.4% | -9.6% | +12.0% | +3.0% |
| 1Y | -2.3% | +4.8% | -7.0% | -3.7% |
| 3Y | +41.9% | +30.7% | +11.2% | +33.8% |
| 5Y | +58.1% | +45.9% | +12.2% | +44.0% |
| All | +153.1% | +132.3% | +20.8% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling