+415.2%
SPG vs ULTA
+1,583.0%
-1,167.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.2% |
| 7D | 0.0% | +0.7% | -0.6% | -0.3% |
| 30D | -4.9% | -2.8% | -2.1% | -4.2% |
| 3M | +3.3% | +18.7% | -15.4% | -3.9% |
| 6M | +11.2% | -15.0% | +26.2% | +16.5% |
| YTD | +17.1% | -9.2% | +26.3% | +19.3% |
| 1Y | +21.6% | +5.7% | +15.9% | +16.0% |
| 3Y | +111.9% | +32.8% | +79.1% | +75.9% |
| 5Y | +106.9% | +46.0% | +61.0% | +61.0% |
| 10Y | +62.2% | +125.5% | -63.3% | +0.3% |
| All | +415.2% | +1,583.0% | -1,167.8% | -25.3% |
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