+3,991.3%
STX vs ULTA
+1,924.4%
+2,066.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.4% |
| 7D | +14.6% | +2.5% | +12.1% | +14.0% |
| 30D | -26.0% | +11.5% | -37.5% | -28.0% |
| 3M | -42.6% | +28.1% | -70.8% | -46.4% |
| 6M | -35.3% | +34.2% | -69.5% | -40.7% |
| YTD | +92.5% | +9.2% | +83.3% | +84.2% |
| 1Y | +102.4% | +23.7% | +78.6% | +87.1% |
| 3Y | +673.8% | +69.2% | +604.6% | +542.0% |
| 5Y | +463.1% | +66.6% | +396.4% | +361.6% |
| 10Y | +2,014.6% | +176.6% | +1,838.0% | +1,297.1% |
| All | +3,991.3% | +1,924.4% | +2,066.9% | +1,021.9% |
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