+82.0%
SPY vs ULTA
+39.1%
+42.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -2.0% | -3.9% | +1.9% | -1.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | +4.7% | +13.8% | -9.0% | +1.4% |
| 6M | +12.5% | -17.2% | +29.7% | +16.5% |
| YTD | +11.7% | -11.5% | +23.2% | +13.7% |
| 1Y | +17.5% | +3.9% | +13.6% | +14.5% |
| 3Y | +76.6% | +29.5% | +47.1% | +56.2% |
| 5Y | +82.0% | +42.9% | +39.1% | +48.4% |
| All | +82.0% | +39.1% | +42.9% | +48.4% |
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 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