+6,755.5%
STX vs ULTA
+1,560.4%
+5,195.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +9.6% | -1.8% | +11.4% | +10.0% |
| 30D | +10.6% | -1.2% | +11.8% | +10.4% |
| 3M | +4.8% | +13.4% | -8.6% | +0.4% |
| 6M | +137.3% | -15.6% | +152.9% | +143.3% |
| YTD | +222.5% | -10.4% | +232.9% | +224.9% |
| 1Y | +366.2% | +5.5% | +360.8% | +348.5% |
| 3Y | +1,352.9% | +31.0% | +1,321.9% | +1,186.9% |
| 5Y | +1,077.4% | +41.8% | +1,035.6% | +904.7% |
| 10Y | +3,621.5% | +127.0% | +3,494.5% | +2,482.1% |
| All | +6,755.5% | +1,560.4% | +5,195.1% | +1,878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling