+1,762.4%
ULTA vs SAN
+120.0%
+1,642.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | +0.7% | +3.3% | -2.7% | -0.6% |
| 30D | -2.8% | +1.1% | -3.9% | -3.3% |
| 3M | +18.7% | +22.2% | -3.5% | +9.4% |
| 6M | -15.0% | +36.0% | -51.0% | -25.1% |
| YTD | -9.2% | +28.2% | -37.5% | -18.9% |
| 1Y | +5.7% | +54.1% | -48.5% | -12.4% |
| 3Y | +32.8% | +354.2% | -321.5% | -29.6% |
| 5Y | +46.0% | +387.3% | -341.3% | -28.3% |
| 10Y | +125.5% | +334.8% | -209.3% | +8.0% |
| All | +1,762.4% | +120.0% | +1,642.4% | +871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling