-17.1%
SWKS vs ULTA
+38.5%
-55.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.1% |
| 7D | +12.5% | +9.0% | +3.5% | +9.1% |
| 30D | +10.5% | +4.6% | +5.9% | +8.7% |
| 3M | -7.4% | +22.0% | -29.4% | -14.0% |
| 6M | +32.7% | -14.7% | +47.4% | +39.1% |
| YTD | +19.2% | -6.8% | +25.9% | +20.6% |
| 1Y | +2.4% | +6.5% | -4.2% | -2.0% |
| All | -17.1% | +38.5% | -55.6% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling