+2,153.0%
ULTA vs SUI
+1,015.5%
+1,137.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +4.6% | +3.4% | +1.2% | +3.0% |
| 30D | +16.5% | +4.6% | +11.9% | +13.9% |
| 3M | +21.1% | +1.6% | +19.5% | +19.9% |
| 6M | +27.4% | -3.5% | +30.8% | +28.8% |
| YTD | +9.8% | -1.0% | +10.8% | +9.5% |
| 1Y | +28.6% | -1.7% | +30.4% | +28.7% |
| 3Y | +70.5% | +18.4% | +52.1% | +51.4% |
| 5Y | +69.8% | -26.3% | +96.1% | +85.8% |
| 10Y | +180.8% | +123.3% | +57.5% | +73.7% |
| All | +2,153.0% | +1,015.5% | +1,137.5% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling