+125.6%
ULTA vs SFM
+271.4%
-145.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -3.1% | -10.6% | +7.5% | -1.7% |
| 30D | +2.8% | -15.5% | +18.3% | +5.0% |
| 3M | +14.8% | -17.4% | +32.2% | +17.4% |
| 6M | -16.2% | -3.4% | -12.8% | -16.6% |
| YTD | -9.6% | -8.7% | -1.0% | -9.5% |
| 1Y | +4.8% | -47.2% | +51.9% | +12.9% |
| 3Y | +30.7% | +82.7% | -52.0% | +14.4% |
| 5Y | +45.9% | +214.3% | -168.4% | +14.6% |
| All | +125.6% | +271.4% | -145.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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