+82.7%
SPG vs ULTA
+65.2%
+17.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +2.0% | +2.5% | -0.5% | +1.3% |
| 30D | +17.2% | +11.5% | +5.7% | +13.9% |
| 3M | +6.3% | +28.1% | -21.8% | -0.6% |
| 6M | +18.7% | +34.2% | -15.5% | +9.2% |
| YTD | +30.1% | +9.2% | +20.9% | +25.6% |
| 1Y | +32.8% | +23.7% | +9.0% | +23.3% |
| 3Y | +133.6% | +69.2% | +64.4% | +87.1% |
| All | +82.7% | +65.2% | +17.6% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling