+125.6%
ULTA vs SPY
+322.5%
-196.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.2% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | +2.8% | -1.1% | +3.9% | +3.9% |
| 3M | +14.8% | +3.9% | +10.9% | +10.0% |
| 6M | -16.2% | +13.6% | -29.8% | -27.1% |
| YTD | -9.6% | +12.7% | -22.3% | -20.8% |
| 1Y | +4.8% | +17.5% | -12.7% | -12.3% |
| 3Y | +30.7% | +76.9% | -46.2% | -30.4% |
| 5Y | +45.9% | +83.6% | -37.7% | -25.6% |
| All | +125.6% | +322.5% | -196.9% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling