+156.6%
STT vs ULTA
+44.7%
+111.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | -0.4% | -3.1% | +2.6% | +0.4% |
| 30D | +1.7% | +2.8% | -1.1% | +0.8% |
| 3M | +17.9% | +14.8% | +3.1% | +12.8% |
| 6M | +55.3% | -16.2% | +71.5% | +61.9% |
| YTD | +52.7% | -9.6% | +62.3% | +55.4% |
| 1Y | +75.7% | +4.8% | +70.9% | +70.3% |
| 3Y | +197.9% | +30.7% | +167.2% | +156.1% |
| All | +156.6% | +44.7% | +111.9% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling