+265.2%
SU vs ULTA
+132.3%
+132.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | +2.2% | -3.1% | +5.3% | +3.1% |
| 30D | +8.4% | +2.8% | +5.6% | +7.3% |
| 3M | +12.1% | +14.8% | -2.7% | +7.0% |
| 6M | +19.7% | -16.2% | +35.9% | +24.2% |
| YTD | +58.4% | -9.6% | +68.0% | +60.1% |
| 1Y | +67.2% | +4.8% | +62.5% | +60.3% |
| 3Y | +125.0% | +30.7% | +94.3% | +91.1% |
| 5Y | +355.1% | +45.9% | +309.2% | +255.2% |
| All | +265.2% | +132.3% | +132.9% | +116.3% |
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 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