+182.3%
SW vs ULTA
+180.0%
+2.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | +7.2% | +16.1% | -8.9% | +5.1% |
| 3M | -10.5% | +21.7% | -32.2% | -12.8% |
| 6M | +9.9% | +28.7% | -18.9% | +6.1% |
| YTD | +17.2% | +8.9% | +8.3% | +15.4% |
| 1Y | +26.5% | +26.1% | +0.4% | +22.1% |
| 3Y | +47.7% | +69.1% | -21.5% | +36.2% |
| 5Y | +0.2% | +66.6% | -66.4% | -7.9% |
| 10Y | +182.3% | +175.9% | +6.4% | +153.0% |
| All | +182.3% | +180.0% | +2.3% | +153.0% |
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 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