+5,401.2%
ULTA vs SPXU
-100.0%
+5,501.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -0.8% |
| 7D | -1.8% | +1.3% | -3.1% | -1.3% |
| 30D | -1.2% | +5.1% | -6.4% | +0.6% |
| 3M | +13.4% | -9.1% | +22.5% | +10.2% |
| 6M | -15.6% | -29.6% | +14.0% | -24.4% |
| YTD | -10.4% | -27.7% | +17.2% | -18.7% |
| 1Y | +5.5% | -37.0% | +42.4% | -8.3% |
| 3Y | +31.0% | -80.2% | +111.1% | -16.9% |
| 5Y | +41.8% | -86.0% | +127.8% | -6.8% |
| 10Y | +127.0% | -99.5% | +226.5% | -37.5% |
| All | +5,401.2% | -100.0% | +5,501.2% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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