+264.3%
STT vs ULTA
+132.3%
+132.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.4% |
| 7D | -0.4% | -3.1% | +2.6% | +0.6% |
| 30D | +1.7% | +2.8% | -1.1% | +0.6% |
| 3M | +17.9% | +14.8% | +3.1% | +11.7% |
| 6M | +55.3% | -16.2% | +71.5% | +62.5% |
| YTD | +52.7% | -9.6% | +62.3% | +55.4% |
| 1Y | +75.7% | +4.8% | +70.9% | +69.1% |
| 3Y | +197.9% | +30.7% | +167.2% | +154.1% |
| 5Y | +158.8% | +45.9% | +112.9% | +106.8% |
| All | +264.3% | +132.3% | +132.0% | +129.7% |
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