+1,024.7%
SWKS vs ULTA
+1,628.6%
-603.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.2% |
| 7D | +12.5% | +9.0% | +3.5% | +9.7% |
| 30D | +10.5% | +4.6% | +5.9% | +9.0% |
| 3M | -7.4% | +22.0% | -29.4% | -12.9% |
| 6M | +32.7% | -14.7% | +47.4% | +37.9% |
| YTD | +19.2% | -6.8% | +25.9% | +20.5% |
| 1Y | +2.4% | +6.5% | -4.2% | -0.8% |
| 3Y | -25.6% | +35.6% | -61.2% | -34.3% |
| 5Y | -53.4% | +47.6% | -101.1% | -60.3% |
| 10Y | +23.2% | +128.9% | -105.7% | -14.9% |
| All | +1,024.7% | +1,628.6% | -603.9% | +306.0% |
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