+21.1%
STM vs ULTA
+32.1%
-10.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | -7.4% | -2.8% | -4.5% | -6.6% |
| 3M | -30.6% | +18.7% | -49.3% | -34.9% |
| 6M | +66.4% | -15.0% | +81.4% | +74.8% |
| YTD | +101.1% | -9.2% | +110.4% | +105.7% |
| 1Y | +97.4% | +5.7% | +91.7% | +89.3% |
| 3Y | +21.1% | +32.8% | -11.6% | -7.5% |
| All | +21.1% | +32.1% | -10.9% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling