+325.3%
STX vs ULTA
+5.8%
+319.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.3% |
| 7D | -2.3% | -3.1% | +0.8% | -2.8% |
| 30D | -5.5% | +2.8% | -8.3% | -4.2% |
| 3M | -4.3% | +14.8% | -19.1% | -1.7% |
| 6M | +115.6% | -16.2% | +131.8% | +121.7% |
| YTD | +202.2% | -9.6% | +211.8% | +208.5% |
| 1Y | +325.3% | +4.8% | +320.5% | +338.3% |
| All | +325.3% | +5.8% | +319.5% | +338.3% |
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