+343.3%
SPGI vs ULTA
+174.9%
+168.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.2% | +2.5% | -1.2% | +0.6% |
| 30D | +15.9% | +11.5% | +4.4% | +12.9% |
| 3M | +12.3% | +28.1% | -15.8% | +5.5% |
| 6M | +23.7% | +34.2% | -10.5% | +14.4% |
| YTD | -3.5% | +9.2% | -12.7% | -6.7% |
| 1Y | +0.4% | +23.7% | -23.3% | -6.2% |
| 3Y | +29.9% | +69.2% | -39.3% | +8.0% |
| 5Y | +15.2% | +66.6% | -51.4% | -5.5% |
| All | +343.3% | +174.9% | +168.5% | +178.6% |
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