+440.3%
ULTA vs SFM
+117.5%
+322.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.8% |
| 7D | +0.7% | -5.8% | +6.5% | +1.5% |
| 30D | -2.8% | -11.4% | +8.5% | -1.3% |
| 3M | +18.7% | -12.2% | +30.9% | +20.5% |
| 6M | -15.0% | -5.2% | -9.9% | -15.1% |
| YTD | -9.2% | -4.5% | -4.8% | -9.7% |
| 1Y | +5.7% | -45.4% | +51.0% | +13.4% |
| 3Y | +32.8% | +91.1% | -58.3% | +15.6% |
| 5Y | +46.0% | +226.8% | -180.8% | +14.2% |
| 10Y | +125.5% | +291.9% | -166.4% | +65.5% |
| All | +440.3% | +117.5% | +322.9% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling