+250.1%
SYF vs ULTA
+132.3%
+117.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.2% |
| 7D | -4.9% | -3.1% | -1.8% | -3.6% |
| 30D | -4.3% | +2.8% | -7.1% | -5.7% |
| 3M | +5.5% | +14.8% | -9.3% | -1.4% |
| 6M | +17.5% | -16.2% | +33.7% | +25.2% |
| YTD | -7.8% | -9.6% | +1.8% | -5.2% |
| 1Y | +1.6% | +4.8% | -3.1% | -3.1% |
| 3Y | +154.8% | +30.7% | +124.1% | +108.4% |
| 5Y | +79.5% | +45.9% | +33.6% | +33.1% |
| All | +250.1% | +132.3% | +117.8% | +88.8% |
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