+153.0%
SYF vs ULTA
+28.6%
+124.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.1% |
| 7D | -5.5% | -3.9% | -1.7% | -4.4% |
| 30D | -3.9% | -1.1% | -2.8% | -3.7% |
| 3M | +8.9% | +13.8% | -4.9% | +4.3% |
| 6M | +16.2% | -17.2% | +33.5% | +21.8% |
| YTD | -8.4% | -11.5% | +3.0% | -6.1% |
| 1Y | +2.6% | +3.9% | -1.3% | -0.4% |
| All | +153.0% | +28.6% | +124.4% | +113.8% |
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 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