+125.6%
ULTA vs SBAC
+87.1%
+38.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.2% | +1.6% |
| 7D | -3.1% | -2.1% | -1.0% | -2.6% |
| 30D | +2.8% | +2.0% | +0.8% | +2.3% |
| 3M | +14.8% | -8.3% | +23.1% | +16.8% |
| 6M | -16.2% | +0.3% | -16.5% | -17.2% |
| YTD | -9.6% | -2.2% | -7.4% | -10.4% |
| 1Y | +4.8% | -4.6% | +9.4% | +4.4% |
| 3Y | +30.7% | -8.3% | +39.0% | +28.7% |
| 5Y | +45.9% | -42.8% | +88.7% | +63.1% |
| All | +125.6% | +87.1% | +38.5% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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