+293.5%
STLD vs ULTA
+44.0%
+249.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -10.4% | -1.2% | -9.2% | -10.2% |
| 3M | -10.6% | +13.4% | -24.0% | -14.0% |
| 6M | +32.7% | -15.6% | +48.3% | +38.1% |
| YTD | +42.8% | -10.4% | +53.2% | +45.9% |
| 1Y | +86.9% | +5.5% | +81.5% | +81.1% |
| 3Y | +143.8% | +31.0% | +112.8% | +109.7% |
| 5Y | +293.5% | +41.8% | +251.7% | +207.5% |
| All | +293.5% | +44.0% | +249.5% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling