+1,873.6%
STRL vs ULTA
+1,628.6%
+245.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.4% |
| 7D | +3.4% | +9.0% | -5.6% | +0.9% |
| 30D | -9.2% | +4.6% | -13.8% | -10.7% |
| 3M | -51.0% | +22.0% | -73.0% | -54.2% |
| 6M | +15.8% | -14.7% | +30.5% | +19.6% |
| YTD | +58.9% | -6.8% | +65.6% | +59.8% |
| 1Y | +68.5% | +6.5% | +62.0% | +62.2% |
| 3Y | +485.2% | +35.6% | +449.6% | +412.1% |
| 5Y | +2,005.1% | +47.6% | +1,957.5% | +1,670.3% |
| 10Y | +7,118.0% | +128.9% | +6,989.1% | +4,976.0% |
| All | +1,873.6% | +1,628.6% | +245.0% | +471.3% |
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 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