-23.8%
SPOT vs ULTA
+5.8%
-29.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -3.1% | -3.1% | 0.0% | -2.8% |
| 30D | +7.4% | +2.8% | +4.6% | +6.9% |
| 3M | +8.2% | +14.8% | -6.6% | +6.8% |
| 6M | +2.2% | -16.2% | +18.4% | +1.4% |
| YTD | -9.5% | -9.6% | +0.2% | -11.5% |
| 1Y | -23.8% | +4.8% | -28.6% | -27.4% |
| All | -23.8% | +5.8% | -29.6% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling