+6.5%
ULTA vs SCCO
+105.9%
-99.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +9.0% | -5.3% | +14.3% | +9.7% |
| 30D | +4.6% | +0.9% | +3.7% | +4.4% |
| 3M | +22.0% | +2.4% | +19.6% | +21.2% |
| 6M | -14.7% | -2.4% | -12.3% | -15.7% |
| YTD | -6.8% | +42.4% | -49.2% | -11.7% |
| 1Y | +6.5% | +105.6% | -99.1% | -3.4% |
| All | +6.5% | +105.9% | -99.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling