+19.7%
SU vs ULTA
-15.4%
+35.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | +0.1% |
| 7D | +2.2% | -3.1% | +5.3% | +1.8% |
| 30D | +8.4% | +2.8% | +5.6% | +8.8% |
| 3M | +12.1% | +14.8% | -2.7% | +14.0% |
| 6M | +19.7% | -16.2% | +35.9% | +20.1% |
| All | +19.7% | -15.4% | +35.1% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling