+70.2%
STX vs ULTA
+25.8%
+44.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.6% | -14.6% | -16.6% |
| 7D | -33.4% | +0.2% | -33.6% | -33.3% |
| 30D | -42.1% | +18.7% | -60.8% | -39.4% |
| 3M | -44.3% | +20.5% | -64.7% | -40.9% |
| 6M | -39.4% | +22.0% | -61.4% | -34.3% |
| YTD | +70.0% | +7.4% | +62.6% | +81.2% |
| 1Y | +70.2% | +24.5% | +45.6% | +76.6% |
| All | +70.2% | +25.8% | +44.4% | +76.6% |
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