+96.5%
STM vs ULTA
+27.7%
+68.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.1% | -10.1% | -6.5% |
| 7D | -6.0% | +6.7% | -12.7% | -6.8% |
| 30D | -20.9% | +21.7% | -42.7% | -23.2% |
| 3M | -15.8% | +21.5% | -37.2% | -17.9% |
| 6M | -17.0% | +27.5% | -44.6% | -19.6% |
| YTD | +76.8% | +9.2% | +67.6% | +76.1% |
| 1Y | +96.5% | +27.9% | +68.6% | +86.3% |
| All | +96.5% | +27.7% | +68.8% | +86.3% |
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