-65.8%
STRL vs ULTA
+32.3%
-98.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -2.5% |
| 7D | +15.7% | +2.5% | +13.2% | +16.6% |
| 30D | -35.5% | +11.5% | -47.0% | -32.2% |
| 3M | -47.1% | +28.1% | -75.3% | -41.3% |
| 6M | -65.8% | +34.2% | -100.0% | -60.3% |
| All | -65.8% | +32.3% | -98.1% | -60.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling