+1,242.7%
STLD vs ULTA
+1,919.6%
-676.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | -0.1% | +16.1% | -16.2% | -4.9% |
| 3M | -9.2% | +21.7% | -30.9% | -15.1% |
| 6M | +1.8% | +28.7% | -27.0% | -7.0% |
| YTD | +42.1% | +8.9% | +33.2% | +36.2% |
| 1Y | +58.5% | +26.1% | +32.5% | +44.3% |
| 3Y | +128.2% | +69.1% | +59.1% | +81.8% |
| 5Y | +288.2% | +66.6% | +221.6% | +206.1% |
| 10Y | +799.8% | +175.9% | +623.9% | +461.7% |
| All | +1,242.7% | +1,919.6% | -676.9% | +217.5% |
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 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