+83.8%
SPYM vs ULTA
+44.7%
+39.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | -1.1% | +2.8% | -3.9% | -1.8% |
| 3M | +3.9% | +14.8% | -10.9% | +0.5% |
| 6M | +13.6% | -16.2% | +29.8% | +17.3% |
| YTD | +12.7% | -9.6% | +22.4% | +14.2% |
| 1Y | +17.6% | +4.8% | +12.8% | +14.5% |
| 3Y | +77.2% | +30.7% | +46.5% | +57.0% |
| All | +83.8% | +44.7% | +39.1% | +49.0% |
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