+178.2%
SOUN vs ULTA
+31.2%
+147.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.8% |
| 7D | -7.1% | -3.1% | -4.0% | -5.1% |
| 30D | -15.4% | +2.8% | -18.2% | -17.4% |
| 3M | -10.6% | +14.8% | -25.3% | -19.5% |
| 6M | -19.6% | -16.2% | -3.4% | -10.3% |
| YTD | -37.2% | -9.6% | -27.6% | -34.0% |
| 1Y | -57.1% | +4.8% | -61.8% | -60.7% |
| 3Y | +178.2% | +30.7% | +147.5% | +86.8% |
| All | +178.2% | +31.2% | +147.0% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling