+115.3%
SPOT vs ULTA
+44.7%
+70.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | +7.4% | +2.8% | +4.6% | +6.4% |
| 3M | +8.2% | +14.8% | -6.6% | +3.6% |
| 6M | +2.2% | -16.2% | +18.4% | +6.4% |
| YTD | -9.5% | -9.6% | +0.2% | -8.3% |
| 1Y | -23.8% | +4.8% | -28.6% | -26.8% |
| 3Y | +233.5% | +30.7% | +202.8% | +176.6% |
| All | +115.3% | +44.7% | +70.6% | +59.0% |
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