+32.1%
SOLS vs ULTA
+4.5%
+27.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.6% | +3.8% |
| 7D | +0.3% | +9.0% | -8.7% | -0.1% |
| 30D | +2.1% | +4.6% | -2.5% | +2.0% |
| 3M | -24.1% | +22.0% | -46.1% | -26.1% |
| 6M | -15.0% | -14.7% | -0.3% | -11.6% |
| YTD | +31.6% | -6.8% | +38.4% | +34.3% |
| All | +32.1% | +4.5% | +27.6% | +29.7% |
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 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