+46.0%
ULTA vs SUI
-32.1%
+78.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | +0.7% | -3.1% | +3.8% | +1.7% |
| 30D | -2.8% | -2.3% | -0.5% | -2.1% |
| 3M | +18.7% | -2.8% | +21.5% | +19.6% |
| 6M | -15.0% | -12.4% | -2.7% | -11.4% |
| YTD | -9.2% | -3.3% | -5.9% | -8.5% |
| 1Y | +5.7% | -5.8% | +11.5% | +7.3% |
| 3Y | +32.8% | +12.5% | +20.3% | +23.2% |
| 5Y | +46.0% | -32.9% | +78.8% | +78.5% |
| All | +46.0% | -32.1% | +78.1% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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