+612.0%
SPY vs ULTA
+1,583.0%
-971.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +0.5% | +0.7% | -0.1% | +0.4% |
| 30D | -0.9% | -2.8% | +1.9% | -0.5% |
| 3M | +3.9% | +18.7% | -14.8% | 0.0% |
| 6M | +14.5% | -15.0% | +29.5% | +17.4% |
| YTD | +12.9% | -9.2% | +22.1% | +14.1% |
| 1Y | +19.4% | +5.7% | +13.7% | +16.5% |
| 3Y | +78.5% | +32.8% | +45.7% | +62.6% |
| 5Y | +81.8% | +46.0% | +35.8% | +60.3% |
| 10Y | +311.5% | +125.5% | +186.0% | +211.7% |
| All | +612.0% | +1,583.0% | -971.0% | +181.3% |
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 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