+27.6%
SOLS vs ULTA
-0.7%
+28.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.6% |
| 7D | +0.3% | -3.9% | +4.2% | +0.5% |
| 30D | +0.9% | -1.1% | +1.9% | +1.1% |
| 3M | -20.7% | +13.8% | -34.4% | -22.2% |
| 6M | -17.7% | -17.2% | -0.4% | -14.6% |
| YTD | +27.1% | -11.5% | +38.6% | +30.0% |
| All | +27.6% | -0.7% | +28.3% | +25.6% |
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