+125.6%
ULTA vs SAN
+357.1%
-231.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +2.8% | +0.9% | +1.9% | +2.3% |
| 3M | +14.8% | +19.1% | -4.3% | +6.6% |
| 6M | -16.2% | +33.2% | -49.4% | -25.9% |
| YTD | -9.6% | +29.1% | -38.7% | -19.9% |
| 1Y | +4.8% | +50.2% | -45.5% | -13.0% |
| 3Y | +30.7% | +351.0% | -320.3% | -33.8% |
| 5Y | +45.9% | +394.7% | -348.8% | -33.2% |
| All | +125.6% | +357.1% | -231.5% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling