+68.5%
STRL vs ULTA
+6.6%
+61.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.6% |
| 7D | +3.4% | +9.0% | -5.6% | +2.6% |
| 30D | -9.2% | +4.6% | -13.8% | -9.2% |
| 3M | -51.0% | +22.0% | -73.0% | -52.4% |
| 6M | +15.8% | -14.7% | +30.5% | +18.4% |
| YTD | +58.9% | -6.8% | +65.6% | +63.3% |
| 1Y | +68.5% | +6.5% | +62.0% | +80.1% |
| All | +68.5% | +6.6% | +61.9% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling