+74.7%
STT vs ULTA
+6.6%
+68.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +0.5% | +9.0% | -8.5% | -0.5% |
| 30D | +3.9% | +4.6% | -0.7% | +3.3% |
| 3M | +20.0% | +22.0% | -2.0% | +16.3% |
| 6M | +55.3% | -14.7% | +70.0% | +61.3% |
| YTD | +53.3% | -6.8% | +60.1% | +56.8% |
| 1Y | +74.7% | +6.5% | +68.2% | +75.0% |
| All | +74.7% | +6.6% | +68.1% | +75.0% |
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