+410.7%
SRE vs ULTA
+1,560.4%
-1,149.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.5% | -1.8% | +3.2% | +1.7% |
| 30D | +0.8% | -1.2% | +2.1% | +0.9% |
| 3M | -5.8% | +13.4% | -19.2% | -7.7% |
| 6M | -7.8% | -15.6% | +7.8% | -6.1% |
| YTD | -2.4% | -10.4% | +8.1% | -1.6% |
| 1Y | +8.9% | +5.5% | +3.5% | +6.9% |
| 3Y | +31.1% | +31.0% | +0.1% | +22.6% |
| 5Y | +48.6% | +41.8% | +6.8% | +35.2% |
| 10Y | +126.1% | +127.0% | -0.8% | +83.4% |
| All | +410.7% | +1,560.4% | -1,149.6% | +162.0% |
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 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