+122.3%
STLD vs ULTA
+69.8%
+52.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +2.9% | +2.5% | +0.5% | +2.5% |
| 30D | -5.6% | +11.5% | -17.1% | -7.5% |
| 3M | -11.7% | +28.1% | -39.9% | -16.0% |
| 6M | -2.8% | +34.2% | -37.0% | -8.5% |
| YTD | +36.4% | +9.2% | +27.3% | +33.4% |
| 1Y | +50.0% | +23.7% | +26.3% | +42.8% |
| 3Y | +122.3% | +69.2% | +53.1% | +90.7% |
| All | +122.3% | +69.8% | +52.6% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling