+339.2%
STM vs ULTA
+1,894.7%
-1,555.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +16.3% | +0.2% | +16.1% | +16.2% |
| 30D | -6.3% | +12.4% | -18.7% | -9.8% |
| 3M | -14.1% | +22.4% | -36.5% | -19.8% |
| 6M | -19.6% | +28.9% | -48.4% | -26.4% |
| YTD | +80.1% | +7.6% | +72.5% | +73.2% |
| 1Y | +95.4% | +21.6% | +73.8% | +80.2% |
| 3Y | +14.7% | +67.0% | -52.3% | -6.5% |
| 5Y | -5.4% | +64.2% | -69.6% | -23.0% |
| 10Y | +465.5% | +172.5% | +293.0% | +268.3% |
| All | +339.2% | +1,894.7% | -1,555.5% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling