+6.5%
ULTA vs SIRI
+28.3%
-21.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +9.0% | +1.6% | +7.4% | +8.7% |
| 30D | +4.6% | -4.7% | +9.3% | +5.2% |
| 3M | +22.0% | +5.3% | +16.7% | +20.9% |
| 6M | -14.7% | +30.5% | -45.2% | -17.6% |
| YTD | -6.8% | +49.6% | -56.4% | -11.5% |
| 1Y | +6.5% | +28.5% | -22.0% | -0.4% |
| All | +6.5% | +28.3% | -21.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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