+59.1%
SO vs ULTA
+39.1%
+20.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -1.1% | -3.9% | +2.7% | -1.0% |
| 30D | -3.7% | -1.1% | -2.7% | -3.7% |
| 3M | -5.9% | +13.8% | -19.7% | -6.4% |
| 6M | -7.3% | -17.2% | +9.9% | -6.9% |
| YTD | +3.1% | -11.5% | +14.6% | +3.3% |
| 1Y | -1.0% | +3.9% | -4.9% | -1.6% |
| 3Y | +43.2% | +29.5% | +13.8% | +39.9% |
| 5Y | +59.1% | +42.9% | +16.2% | +53.7% |
| All | +59.1% | +39.1% | +20.0% | +53.7% |
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