+231.0%
SWK vs ULTA
+1,875.7%
-1,644.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +11.0% | +0.7% | +10.4% | +10.9% |
| 30D | +30.1% | +18.2% | +11.9% | +23.8% |
| 3M | +14.7% | +19.7% | -5.0% | +8.5% |
| 6M | +44.5% | +20.5% | +24.0% | +36.1% |
| YTD | +59.4% | +6.6% | +52.8% | +55.0% |
| 1Y | +77.5% | +26.5% | +51.1% | +63.6% |
| 3Y | +49.5% | +67.0% | -17.6% | +24.0% |
| 5Y | -24.9% | +64.5% | -89.4% | -38.1% |
| 10Y | +31.8% | +182.6% | -150.8% | -11.9% |
| All | +231.0% | +1,875.7% | -1,644.7% | -1.6% |
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