+20.7%
XLK vs ULTA
+27.7%
-7.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -7.6% | +6.7% | -14.3% | -7.9% |
| 30D | -12.2% | +21.7% | -33.9% | -13.2% |
| 3M | -5.5% | +21.5% | -26.9% | -6.5% |
| 6M | +9.2% | +27.5% | -18.4% | +7.8% |
| YTD | +23.0% | +9.2% | +13.8% | +22.8% |
| 1Y | +20.7% | +27.9% | -7.2% | +17.6% |
| All | +20.7% | +27.7% | -7.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling