+42.9%
ULTA vs SFM
+212.1%
-169.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -3.9% | -8.8% | +4.9% | -2.9% |
| 30D | -1.1% | -14.5% | +13.4% | +0.6% |
| 3M | +13.8% | -16.8% | +30.6% | +15.9% |
| 6M | -17.2% | -5.3% | -11.9% | -17.3% |
| YTD | -11.5% | -9.4% | -2.1% | -11.3% |
| 1Y | +3.9% | -46.2% | +50.1% | +11.5% |
| 3Y | +29.5% | +81.3% | -51.8% | +13.3% |
| 5Y | +42.9% | +211.9% | -169.0% | +8.7% |
| All | +42.9% | +212.1% | -169.2% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling