+40.2%
SWKS vs ULTA
+125.7%
-85.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +2.7% |
| 7D | +11.8% | +0.7% | +11.2% | +11.6% |
| 30D | +6.7% | -2.8% | +9.6% | +7.6% |
| 3M | 0.0% | +18.7% | -18.7% | -6.0% |
| 6M | +38.7% | -15.0% | +53.7% | +45.1% |
| YTD | +21.4% | -9.2% | +30.6% | +23.9% |
| 1Y | +2.9% | +5.7% | -2.8% | -0.7% |
| 3Y | -16.4% | +32.8% | -49.2% | -27.8% |
| 5Y | -51.2% | +46.0% | -97.1% | -59.8% |
| All | +40.2% | +125.7% | -85.5% | -7.8% |
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