+3,343.4%
STX vs ULTA
+132.3%
+3,211.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.2% |
| 7D | -2.3% | -3.1% | +0.8% | -1.6% |
| 30D | -5.5% | +2.8% | -8.3% | -6.4% |
| 3M | -4.3% | +14.8% | -19.1% | -8.3% |
| 6M | +115.6% | -16.2% | +131.8% | +121.7% |
| YTD | +202.2% | -9.6% | +211.8% | +204.1% |
| 1Y | +325.3% | +4.8% | +320.5% | +310.5% |
| 3Y | +1,283.9% | +30.7% | +1,253.2% | +1,125.4% |
| 5Y | +1,048.3% | +45.9% | +1,002.4% | +870.6% |
| All | +3,343.4% | +132.3% | +3,211.1% | +2,341.0% |
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