+46.9%
ULTA vs SPXS
-86.0%
+132.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +1.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.3% |
| 30D | +2.8% | +4.2% | -1.4% | +4.1% |
| 3M | +14.8% | -9.3% | +24.1% | +12.0% |
| 6M | -16.2% | -30.7% | +14.5% | -23.9% |
| YTD | -9.6% | -28.1% | +18.4% | -16.7% |
| 1Y | +4.8% | -35.1% | +39.8% | -5.9% |
| 3Y | +30.7% | -79.6% | +110.3% | -10.3% |
| All | +46.9% | -86.0% | +132.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling