+1,648.2%
XLK vs ULTA
+1,575.4%
+72.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.2% | -3.1% | +3.3% | +0.9% |
| 30D | -0.6% | +2.8% | -3.4% | -1.4% |
| 3M | +2.6% | +14.8% | -12.2% | -0.8% |
| 6M | +34.0% | -16.2% | +50.2% | +37.9% |
| YTD | +30.7% | -9.6% | +40.3% | +32.1% |
| 1Y | +39.2% | +4.8% | +34.4% | +35.9% |
| 3Y | +120.4% | +30.7% | +89.7% | +101.1% |
| 5Y | +148.8% | +45.9% | +102.9% | +119.6% |
| 10Y | +803.3% | +129.0% | +674.3% | +583.2% |
| All | +1,648.2% | +1,575.4% | +72.8% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling