+61.0%
STRL vs ULTA
+5.1%
+55.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -2.0% |
| 7D | +5.4% | -3.9% | +9.3% | +5.7% |
| 30D | -9.0% | -1.1% | -7.9% | -8.5% |
| 3M | -37.1% | +13.8% | -50.8% | -38.2% |
| 6M | +17.8% | -17.2% | +35.1% | +20.9% |
| YTD | +58.3% | -11.5% | +69.8% | +63.4% |
| 1Y | +61.0% | +3.9% | +57.1% | +71.4% |
| All | +61.0% | +5.1% | +55.9% | +71.4% |
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 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