+1,762.4%
ULTA vs SBAC
+485.2%
+1,277.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +0.7% | -0.1% | +0.7% | +0.7% |
| 30D | -2.8% | +3.2% | -6.1% | -4.0% |
| 3M | +18.7% | -5.1% | +23.7% | +20.4% |
| 6M | -15.0% | -2.1% | -12.9% | -16.1% |
| YTD | -9.2% | -0.5% | -8.7% | -11.4% |
| 1Y | +5.7% | +1.1% | +4.5% | +2.2% |
| 3Y | +32.8% | -7.4% | +40.2% | +28.6% |
| 5Y | +46.0% | -44.3% | +90.3% | +69.3% |
| 10Y | +125.5% | +77.6% | +47.9% | +48.7% |
| All | +1,762.4% | +485.2% | +1,277.2% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling