+83.5%
STLD vs ULTA
+6.3%
+77.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -10.6% | +13.4% | -24.0% | -12.6% |
| 6M | +32.7% | -15.6% | +48.3% | +36.4% |
| YTD | +42.8% | -10.4% | +53.2% | +46.8% |
| All | +83.5% | +6.3% | +77.2% | +87.5% |
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