+1,158.5%
SWKS vs ULTA
+1,938.1%
-779.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -2.7% | +4.3% | -7.1% | -4.0% |
| 30D | +8.5% | +16.6% | -8.1% | +3.6% |
| 3M | +17.3% | +17.7% | -0.4% | +11.4% |
| 6M | +25.1% | +27.5% | -2.4% | +15.8% |
| YTD | +33.3% | +9.9% | +23.4% | +28.1% |
| 1Y | +22.9% | +28.5% | -5.6% | +12.5% |
| 3Y | +5.5% | +71.1% | -65.5% | -13.1% |
| 5Y | -41.9% | +68.3% | -110.2% | -52.3% |
| 10Y | +32.4% | +181.4% | -149.0% | -13.8% |
| All | +1,158.5% | +1,938.1% | -779.6% | +331.7% |
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 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