+365.4%
STX vs ULTA
+6.6%
+358.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.6% |
| 7D | +2.4% | +9.0% | -6.7% | +4.2% |
| 30D | +1.4% | +4.6% | -3.2% | +3.2% |
| 3M | -8.2% | +22.0% | -30.2% | -5.3% |
| 6M | +127.0% | -14.7% | +141.7% | +134.5% |
| YTD | +209.1% | -6.8% | +215.9% | +217.6% |
| 1Y | +365.4% | +6.5% | +358.9% | +394.4% |
| All | +365.4% | +6.6% | +358.8% | +394.4% |
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