+414.4%
SPYG vs ULTA
+132.3%
+282.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.2% |
| 30D | -1.5% | +2.8% | -4.3% | -2.3% |
| 3M | +3.7% | +14.8% | -11.0% | 0.0% |
| 6M | +16.4% | -16.2% | +32.6% | +20.3% |
| YTD | +13.3% | -9.6% | +23.0% | +14.8% |
| 1Y | +17.9% | +4.8% | +13.1% | +14.6% |
| 3Y | +98.3% | +30.7% | +67.7% | +77.4% |
| 5Y | +86.4% | +45.9% | +40.6% | +60.0% |
| All | +414.4% | +132.3% | +282.1% | +272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling