+42.9%
ULTA vs SPY
+79.8%
-36.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.6% |
| 7D | -3.9% | -2.0% | -1.9% | -2.1% |
| 30D | -1.1% | -1.7% | +0.6% | +0.4% |
| 3M | +13.8% | +4.7% | +9.0% | +9.0% |
| 6M | -17.2% | +12.5% | -29.7% | -25.8% |
| YTD | -11.5% | +11.7% | -23.2% | -20.2% |
| 1Y | +3.9% | +17.5% | -13.6% | -10.7% |
| 3Y | +29.5% | +76.6% | -47.1% | -24.0% |
| 5Y | +42.9% | +82.0% | -39.1% | -14.2% |
| All | +42.9% | +79.8% | -36.9% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling