+28.0%
ULTA vs SBAC
-11.3%
+39.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | -3.9% | -5.3% | +1.4% | -3.5% |
| 30D | -1.1% | +0.4% | -1.4% | -1.1% |
| 3M | +13.8% | -11.9% | +25.7% | +14.6% |
| 6M | -17.2% | -4.5% | -12.8% | -17.1% |
| YTD | -11.5% | -4.3% | -7.1% | -11.3% |
| 1Y | +3.9% | -3.9% | +7.8% | +3.9% |
| All | +28.0% | -11.3% | +39.4% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling