+622.2%
SPYM vs ULTA
+1,560.4%
-938.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | -1.4% | -1.2% | -0.1% | -1.3% |
| 3M | +3.7% | +13.4% | -9.7% | +1.0% |
| 6M | +13.0% | -15.6% | +28.7% | +15.8% |
| YTD | +12.5% | -10.4% | +22.9% | +13.8% |
| 1Y | +18.6% | +5.5% | +13.2% | +16.0% |
| 3Y | +78.0% | +31.0% | +47.1% | +63.8% |
| 5Y | +82.3% | +41.8% | +40.5% | +63.3% |
| 10Y | +322.9% | +127.0% | +195.9% | +228.3% |
| All | +622.2% | +1,560.4% | -938.2% | +219.3% |
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