+125.6%
ULTA vs SM
+23.0%
+102.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.1% | +4.6% | -7.6% | -3.6% |
| 30D | +2.8% | +18.2% | -15.4% | +0.7% |
| 3M | +14.8% | +22.5% | -7.8% | +11.5% |
| 6M | -16.2% | +50.6% | -66.8% | -21.3% |
| YTD | -9.6% | +108.1% | -117.7% | -18.7% |
| 1Y | +4.8% | +46.0% | -41.2% | -1.9% |
| 3Y | +30.7% | +2.9% | +27.8% | +24.7% |
| 5Y | +45.9% | +112.6% | -66.7% | +23.2% |
| All | +125.6% | +23.0% | +102.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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