+280.7%
STT vs ULTA
+1,583.0%
-1,302.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +3.9% | -2.8% | +6.7% | +4.6% |
| 3M | +19.2% | +18.7% | +0.5% | +11.7% |
| 6M | +60.4% | -15.0% | +75.4% | +66.8% |
| YTD | +51.5% | -9.2% | +60.7% | +53.9% |
| 1Y | +76.3% | +5.7% | +70.6% | +69.3% |
| 3Y | +200.7% | +32.8% | +168.0% | +156.9% |
| 5Y | +157.5% | +46.0% | +111.5% | +108.4% |
| 10Y | +262.0% | +125.5% | +136.5% | +129.9% |
| All | +280.7% | +1,583.0% | -1,302.2% | -33.5% |
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