+333.7%
SYF vs ULTA
+485.2%
-151.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.5% |
| 7D | +2.6% | +0.7% | +2.0% | +2.3% |
| 30D | 0.0% | -2.8% | +2.9% | +1.0% |
| 3M | +11.9% | +18.7% | -6.8% | +3.5% |
| 6M | +18.9% | -15.0% | +33.9% | +25.5% |
| YTD | -4.6% | -9.2% | +4.6% | -2.2% |
| 1Y | +6.4% | +5.7% | +0.7% | +1.4% |
| 3Y | +167.2% | +32.8% | +134.4% | +120.2% |
| 5Y | +92.3% | +46.0% | +46.4% | +46.3% |
| 10Y | +263.2% | +125.5% | +137.7% | +106.9% |
| All | +333.7% | +485.2% | -151.5% | +115.1% |
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