+6,906.6%
STRL vs ULTA
+127.6%
+6,779.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.7% |
| 7D | +5.4% | -3.9% | +9.3% | +6.8% |
| 30D | -9.0% | -1.1% | -7.9% | -9.0% |
| 3M | -37.1% | +13.8% | -50.8% | -40.6% |
| 6M | +17.8% | -17.2% | +35.1% | +24.0% |
| YTD | +58.3% | -11.5% | +69.8% | +62.3% |
| 1Y | +61.0% | +3.9% | +57.1% | +54.4% |
| 3Y | +517.8% | +29.5% | +488.3% | +425.6% |
| 5Y | +2,119.0% | +42.9% | +2,076.1% | +1,668.8% |
| All | +6,906.6% | +127.6% | +6,779.1% | +4,441.4% |
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