+157.1%
SPMO vs ULTA
+31.2%
+125.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -0.9% | -3.1% | +2.1% | -0.5% |
| 30D | -1.9% | +2.8% | -4.7% | -2.4% |
| 3M | -1.4% | +14.8% | -16.1% | -3.7% |
| 6M | +25.5% | -16.2% | +41.7% | +28.7% |
| YTD | +24.8% | -9.6% | +34.5% | +26.2% |
| 1Y | +24.5% | +4.8% | +19.7% | +22.2% |
| 3Y | +157.1% | +30.7% | +126.4% | +130.2% |
| All | +157.1% | +31.2% | +125.9% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling