+27.9%
ULTA vs SAN
+23.5%
+4.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.4% | +3.1% |
| 7D | +6.7% | +4.5% | +2.2% | +5.9% |
| 30D | +21.7% | -12.1% | +33.8% | +23.7% |
| 3M | +21.5% | -15.6% | +37.0% | +24.2% |
| 6M | +27.5% | +5.8% | +21.7% | +25.3% |
| YTD | +9.2% | +5.5% | +3.7% | +6.5% |
| 1Y | +27.9% | +23.6% | +4.3% | +16.4% |
| All | +27.9% | +23.5% | +4.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling