+252.8%
SPOT vs ULTA
+167.4%
+85.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -3.1% | -3.1% | 0.0% | -2.4% |
| 30D | +7.4% | +2.8% | +4.6% | +6.6% |
| 3M | +8.2% | +14.8% | -6.6% | +4.7% |
| 6M | +2.2% | -16.2% | +18.4% | +5.3% |
| YTD | -9.5% | -9.6% | +0.2% | -8.5% |
| 1Y | -23.8% | +4.8% | -28.6% | -25.8% |
| 3Y | +233.5% | +30.7% | +202.8% | +198.8% |
| 5Y | +112.2% | +45.9% | +66.3% | +84.8% |
| All | +252.8% | +167.4% | +85.5% | +137.3% |
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