+1,762.4%
ULTA vs SPY
+612.9%
+1,149.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | +0.7% | +0.5% | +0.1% | +0.1% |
| 30D | -2.8% | -0.9% | -1.9% | -1.9% |
| 3M | +18.7% | +3.9% | +14.8% | +13.6% |
| 6M | -15.0% | +14.5% | -29.5% | -26.8% |
| YTD | -9.2% | +12.9% | -22.1% | -20.7% |
| 1Y | +5.7% | +19.4% | -13.7% | -13.2% |
| 3Y | +32.8% | +78.5% | -45.7% | -29.7% |
| 5Y | +46.0% | +81.8% | -35.8% | -24.7% |
| 10Y | +125.5% | +311.5% | -186.0% | -50.8% |
| All | +1,762.4% | +612.9% | +1,149.5% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling