-13.6%
SOUN vs ULTA
+32.8%
-46.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.4% |
| 7D | -4.4% | -1.8% | -2.6% | -3.1% |
| 30D | -13.1% | -1.2% | -11.9% | -12.8% |
| 3M | -7.7% | +13.4% | -21.1% | -17.1% |
| 6M | -21.2% | -15.6% | -5.5% | -12.3% |
| YTD | -35.0% | -10.4% | -24.6% | -31.3% |
| 1Y | -56.4% | +5.5% | -61.8% | -60.7% |
| 3Y | +181.7% | +31.0% | +150.8% | +100.1% |
| All | -13.6% | +32.8% | -46.4% | -40.4% |
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