+42.9%
ULTA vs SBAC
-45.4%
+88.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -3.9% | -5.3% | +1.4% | -2.9% |
| 30D | -1.1% | +0.4% | -1.4% | -1.2% |
| 3M | +13.8% | -11.9% | +25.7% | +16.1% |
| 6M | -17.2% | -4.5% | -12.8% | -17.2% |
| YTD | -11.5% | -4.3% | -7.1% | -11.6% |
| 1Y | +3.9% | -3.9% | +7.8% | +3.5% |
| 3Y | +29.5% | -11.0% | +40.5% | +28.7% |
| 5Y | +42.9% | -44.1% | +87.0% | +71.4% |
| All | +42.9% | -45.4% | +88.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling