+1,716.3%
ULTA vs SIRI
+2.6%
+1,713.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -3.9% | -3.0% | -0.9% | -3.4% |
| 30D | -1.1% | +1.3% | -2.4% | -1.4% |
| 3M | +13.8% | +5.6% | +8.2% | +12.4% |
| 6M | -17.2% | +35.2% | -52.4% | -21.8% |
| YTD | -11.5% | +49.1% | -60.5% | -17.9% |
| 1Y | +3.9% | +26.8% | -22.9% | -1.2% |
| 3Y | +29.5% | -23.7% | +53.1% | +29.4% |
| 5Y | +42.9% | -41.8% | +84.7% | +45.1% |
| 10Y | +124.4% | -11.3% | +135.6% | +113.2% |
| All | +1,716.3% | +2.6% | +1,713.7% | +1,700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling