+1,097.8%
STLD vs ULTA
+127.6%
+970.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -3.6% | -3.9% | +0.2% | -2.3% |
| 30D | -10.1% | -1.1% | -9.0% | -10.0% |
| 3M | -11.4% | +13.8% | -25.2% | -16.1% |
| 6M | +30.8% | -17.2% | +48.1% | +38.5% |
| YTD | +40.7% | -11.5% | +52.1% | +44.9% |
| 1Y | +80.8% | +3.9% | +76.9% | +74.0% |
| 3Y | +140.2% | +29.5% | +110.7% | +101.7% |
| 5Y | +288.5% | +42.9% | +245.6% | +203.3% |
| All | +1,097.8% | +127.6% | +970.3% | +606.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling