+360.5%
SOXX vs ULTA
+27.7%
+332.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.0% |
| 7D | +158.9% | +6.7% | +152.2% | +159.0% |
| 30D | +129.2% | +21.7% | +107.5% | +127.0% |
| 3M | +149.7% | +21.5% | +128.2% | +147.9% |
| 6M | +193.4% | +27.5% | +165.9% | +191.4% |
| YTD | +351.0% | +9.2% | +341.8% | +355.6% |
| 1Y | +360.5% | +27.9% | +332.6% | +348.5% |
| All | +360.5% | +27.7% | +332.8% | +348.5% |
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