+472.5%
SPG vs ULTA
+1,924.4%
-1,451.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +2.0% | +2.5% | -0.5% | +1.0% |
| 30D | +17.2% | +11.5% | +5.7% | +12.4% |
| 3M | +6.3% | +28.1% | -21.8% | -3.7% |
| 6M | +18.7% | +34.2% | -15.5% | +5.1% |
| YTD | +30.1% | +9.2% | +20.9% | +23.3% |
| 1Y | +32.8% | +23.7% | +9.0% | +19.3% |
| 3Y | +133.6% | +69.2% | +64.4% | +76.5% |
| 5Y | +84.4% | +66.6% | +17.8% | +36.8% |
| 10Y | +114.3% | +176.6% | -62.3% | +22.9% |
| All | +472.5% | +1,924.4% | -1,451.9% | -22.8% |
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