+42.9%
ULTA vs SAN
+379.7%
-336.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -3.9% | -2.8% | -1.1% | -3.2% |
| 30D | -1.1% | -0.5% | -0.5% | -1.0% |
| 3M | +13.8% | +22.7% | -9.0% | +8.0% |
| 6M | -17.2% | +28.8% | -46.0% | -22.6% |
| YTD | -11.5% | +26.3% | -37.7% | -17.3% |
| 1Y | +3.9% | +48.8% | -44.9% | -7.1% |
| 3Y | +29.5% | +347.2% | -317.7% | -13.5% |
| 5Y | +42.9% | +383.8% | -340.9% | -13.2% |
| All | +42.9% | +379.7% | -336.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling