+563.4%
SPMO vs ULTA
+221.3%
+342.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +0.1% | -3.9% | +3.9% | +0.8% |
| 30D | -0.7% | -1.1% | +0.4% | -0.7% |
| 3M | +2.8% | +13.8% | -10.9% | -0.2% |
| 6M | +24.4% | -17.2% | +41.7% | +28.2% |
| YTD | +24.2% | -11.5% | +35.6% | +26.0% |
| 1Y | +24.5% | +3.9% | +20.6% | +21.8% |
| 3Y | +155.6% | +29.5% | +126.1% | +133.1% |
| 5Y | +148.2% | +42.9% | +105.3% | +118.6% |
| 10Y | +514.8% | +124.4% | +390.4% | +369.2% |
| All | +563.4% | +221.3% | +342.1% | +393.8% |
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