-71.4%
SOUN vs ULTA
+27.7%
-99.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.6% |
| 7D | -2.7% | +6.7% | -9.4% | -4.7% |
| 30D | -26.5% | +21.7% | -48.3% | -31.1% |
| 3M | -33.6% | +21.5% | -55.1% | -37.6% |
| 6M | -54.4% | +27.5% | -81.9% | -57.5% |
| YTD | -56.7% | +9.2% | -65.9% | -57.2% |
| 1Y | -71.4% | +27.9% | -99.3% | -72.6% |
| All | -71.4% | +27.7% | -99.1% | -72.6% |
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 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