+1,762.4%
ULTA vs SM
+7.1%
+1,755.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.3% | -3.1% |
| 7D | +0.7% | -0.2% | +0.8% | +0.6% |
| 30D | -2.8% | +31.5% | -34.3% | -6.6% |
| 3M | +18.7% | +17.3% | +1.3% | +15.3% |
| 6M | -15.0% | +48.5% | -63.5% | -20.8% |
| YTD | -9.2% | +106.3% | -115.5% | -19.6% |
| 1Y | +5.7% | +47.3% | -41.6% | -2.3% |
| 3Y | +32.8% | -1.4% | +34.2% | +26.5% |
| 5Y | +46.0% | +114.0% | -68.1% | +19.5% |
| 10Y | +125.5% | +12.5% | +113.0% | +44.3% |
| All | +1,762.4% | +7.1% | +1,755.4% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling