+4.8%
ULTA vs SPXS
-36.2%
+41.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +1.7% |
| 7D | -3.1% | +2.5% | -5.6% | -2.7% |
| 30D | +2.8% | +4.2% | -1.4% | +3.6% |
| 3M | +14.8% | -9.3% | +24.1% | +13.3% |
| 6M | -16.2% | -30.7% | +14.5% | -21.3% |
| YTD | -9.6% | -28.1% | +18.4% | -14.5% |
| 1Y | +4.8% | -35.1% | +39.8% | -1.5% |
| All | +4.8% | -36.2% | +41.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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