+7,176.5%
ULTA vs SPXS
-100.0%
+7,276.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -0.8% |
| 7D | -1.8% | +1.2% | -3.0% | -1.3% |
| 30D | -1.2% | +5.2% | -6.4% | +0.7% |
| 3M | +13.4% | -9.2% | +22.5% | +10.0% |
| 6M | -15.6% | -29.6% | +14.0% | -24.7% |
| YTD | -10.4% | -27.6% | +17.2% | -19.0% |
| 1Y | +5.5% | -36.7% | +42.2% | -8.6% |
| 3Y | +31.0% | -79.8% | +110.8% | -17.8% |
| 5Y | +41.8% | -85.9% | +127.7% | -8.2% |
| 10Y | +127.0% | -99.5% | +226.5% | -41.3% |
| All | +7,176.5% | -100.0% | +7,276.5% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling