+755.0%
SW vs ULTA
+4,131.7%
-3,376.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -5.1% | +9.0% | -14.1% | -5.7% |
| 30D | -4.6% | +4.6% | -9.2% | -4.9% |
| 3M | +9.4% | +22.0% | -12.6% | +7.8% |
| 6M | +3.5% | -14.7% | +18.2% | +4.4% |
| YTD | +22.0% | -6.8% | +28.8% | +22.3% |
| 1Y | +2.2% | +6.5% | -4.3% | +1.5% |
| 3Y | +19.6% | +35.6% | -16.0% | +16.2% |
| 5Y | -2.3% | +47.6% | -50.0% | -5.8% |
| 10Y | +181.4% | +128.9% | +52.5% | +162.6% |
| All | +755.0% | +4,131.7% | -3,376.7% | +591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling