+251.0%
SPOT vs ULTA
+165.0%
+86.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.8% |
| 7D | -6.5% | -1.8% | -4.7% | -6.1% |
| 30D | +2.2% | -1.2% | +3.4% | +2.4% |
| 3M | +5.4% | +13.4% | -8.0% | +2.3% |
| 6M | -4.0% | -15.6% | +11.6% | -1.3% |
| YTD | -9.9% | -10.4% | +0.5% | -8.8% |
| 1Y | -27.3% | +5.5% | -32.7% | -29.3% |
| 3Y | +236.4% | +31.0% | +205.4% | +201.2% |
| 5Y | +112.6% | +41.8% | +70.8% | +86.1% |
| All | +251.0% | +165.0% | +86.0% | +136.5% |
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