+1,256.7%
STLD vs ULTA
+1,628.6%
-371.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +3.1% | +9.0% | -5.9% | +0.3% |
| 30D | -9.0% | +4.6% | -13.6% | -10.6% |
| 3M | -12.4% | +22.0% | -34.3% | -18.1% |
| 6M | +25.5% | -14.7% | +40.2% | +30.6% |
| YTD | +43.6% | -6.8% | +50.4% | +45.0% |
| 1Y | +87.2% | +6.5% | +80.7% | +80.0% |
| 3Y | +135.2% | +35.6% | +99.6% | +101.6% |
| 5Y | +290.9% | +47.6% | +243.2% | +219.6% |
| 10Y | +1,113.5% | +128.9% | +984.6% | +702.3% |
| All | +1,256.7% | +1,628.6% | -371.9% | +238.0% |
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 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