+184.4%
SW vs ULTA
+178.8%
+5.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +4.6% | -2.5% | +1.6% |
| 30D | +7.4% | +16.5% | -9.1% | +5.3% |
| 3M | -5.9% | +21.1% | -27.0% | -8.3% |
| 6M | +9.0% | +27.4% | -18.4% | +5.4% |
| YTD | +18.1% | +9.8% | +8.3% | +16.1% |
| 1Y | +28.7% | +28.6% | 0.0% | +23.8% |
| 3Y | +48.8% | +70.5% | -21.7% | +37.1% |
| 5Y | +2.5% | +69.8% | -67.3% | -6.0% |
| 10Y | +184.4% | +180.8% | +3.6% | +155.5% |
| All | +184.4% | +178.8% | +5.6% | +155.5% |
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