+698.5%
STX vs ULTA
+67.3%
+631.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +16.8% | +0.2% | +16.7% | +16.8% |
| 30D | -27.0% | +12.4% | -39.5% | -27.6% |
| 3M | -37.9% | +22.4% | -60.3% | -38.8% |
| 6M | -32.5% | +28.9% | -61.4% | -34.1% |
| YTD | +98.6% | +7.6% | +91.0% | +98.6% |
| 1Y | +93.6% | +21.6% | +72.0% | +88.2% |
| All | +698.5% | +67.3% | +631.2% | +612.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling