+644.6%
STM vs ULTA
+127.6%
+517.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.1% |
| 7D | -1.1% | -3.9% | +2.8% | +0.4% |
| 30D | -7.8% | -1.1% | -6.8% | -7.8% |
| 3M | -28.2% | +13.8% | -42.0% | -32.1% |
| 6M | +52.0% | -17.2% | +69.2% | +61.0% |
| YTD | +96.4% | -11.5% | +107.9% | +102.3% |
| 1Y | +98.8% | +3.9% | +94.9% | +91.3% |
| 3Y | +18.3% | +29.5% | -11.2% | +0.5% |
| 5Y | +17.7% | +42.9% | -25.2% | -5.5% |
| All | +644.6% | +127.6% | +517.0% | +365.4% |
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