+62.1%
SPG vs ULTA
+132.3%
-70.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.8% |
| 7D | -1.2% | -3.1% | +1.9% | +0.1% |
| 30D | -6.1% | +2.8% | -8.9% | -7.6% |
| 3M | -3.6% | +14.8% | -18.4% | -10.0% |
| 6M | +10.4% | -16.2% | +26.6% | +17.2% |
| YTD | +14.4% | -9.6% | +24.0% | +17.0% |
| 1Y | +16.5% | +4.8% | +11.8% | +10.4% |
| 3Y | +106.8% | +30.7% | +76.1% | +65.5% |
| 5Y | +108.9% | +45.9% | +63.0% | +50.5% |
| All | +62.1% | +132.3% | -70.2% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling