+174.2%
SW vs ULTA
+174.9%
-0.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -3.9% | +2.5% | -6.4% | -4.3% |
| 30D | +3.9% | +11.5% | -7.6% | +2.5% |
| 3M | -14.6% | +28.1% | -42.7% | -17.3% |
| 6M | +6.9% | +34.2% | -27.4% | +2.7% |
| YTD | +12.8% | +9.2% | +3.6% | +10.9% |
| 1Y | +24.3% | +23.7% | +0.6% | +20.2% |
| 3Y | +38.7% | +69.2% | -30.5% | +27.9% |
| 5Y | -3.6% | +66.6% | -70.2% | -11.5% |
| All | +174.2% | +174.9% | -0.7% | +144.9% |
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