-43.6%
SWKS vs ULTA
+64.6%
-108.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -6.2% | +0.7% | -6.8% | -6.5% |
| 30D | -1.5% | +18.2% | -19.7% | -8.2% |
| 3M | +23.0% | +19.7% | +3.3% | +13.7% |
| 6M | +27.6% | +20.5% | +7.1% | +17.2% |
| YTD | +32.3% | +6.6% | +25.7% | +26.6% |
| 1Y | +20.1% | +26.5% | -6.3% | +6.1% |
| 3Y | +0.6% | +67.0% | -66.4% | -27.0% |
| All | -43.6% | +64.6% | -108.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling