+18.3%
STM vs ULTA
+44.7%
-26.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.7% |
| 7D | -1.4% | -3.1% | +1.7% | -0.2% |
| 30D | -4.9% | +2.8% | -7.7% | -6.3% |
| 3M | -34.0% | +14.8% | -48.8% | -38.0% |
| 6M | +51.8% | -16.2% | +68.1% | +61.3% |
| YTD | +99.4% | -9.6% | +109.0% | +104.4% |
| 1Y | +99.1% | +4.8% | +94.3% | +90.0% |
| 3Y | +19.5% | +30.7% | -11.2% | -3.4% |
| All | +18.3% | +44.7% | -26.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling