+150.5%
SPMO vs ULTA
+44.7%
+105.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -0.9% | -3.1% | +2.1% | -0.3% |
| 30D | -1.9% | +2.8% | -4.7% | -2.6% |
| 3M | -1.4% | +14.8% | -16.1% | -4.6% |
| 6M | +25.5% | -16.2% | +41.7% | +29.6% |
| YTD | +24.8% | -9.6% | +34.5% | +26.4% |
| 1Y | +24.5% | +4.8% | +19.7% | +21.2% |
| 3Y | +157.1% | +30.7% | +126.4% | +127.3% |
| All | +150.5% | +44.7% | +105.9% | +100.6% |
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 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