+465.1%
STM vs ULTA
+174.9%
+290.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +12.0% | +2.5% | +9.5% | +11.0% |
| 30D | -0.4% | +11.5% | -11.9% | -4.6% |
| 3M | -13.2% | +28.1% | -41.3% | -21.6% |
| 6M | -26.1% | +34.2% | -60.3% | -34.8% |
| YTD | +81.2% | +9.2% | +72.0% | +71.6% |
| 1Y | +98.3% | +23.7% | +74.6% | +77.9% |
| 3Y | +16.7% | +69.2% | -52.5% | -11.2% |
| 5Y | -4.8% | +66.6% | -71.5% | -28.3% |
| All | +465.1% | +174.9% | +290.2% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling