+98.3%
SPYG vs ULTA
+31.2%
+67.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -1.5% | +2.8% | -4.3% | -2.0% |
| 3M | +3.7% | +14.8% | -11.0% | +1.1% |
| 6M | +16.4% | -16.2% | +32.6% | +19.5% |
| YTD | +13.3% | -9.6% | +23.0% | +14.5% |
| 1Y | +17.9% | +4.8% | +13.1% | +15.4% |
| 3Y | +98.3% | +30.7% | +67.7% | +77.4% |
| All | +98.3% | +31.2% | +67.1% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling