+4,121.8%
STX vs ULTA
+1,894.7%
+2,227.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +16.8% | +0.2% | +16.7% | +16.8% |
| 30D | -27.0% | +12.4% | -39.5% | -29.2% |
| 3M | -37.9% | +22.4% | -60.3% | -41.3% |
| 6M | -32.5% | +28.9% | -61.4% | -37.5% |
| YTD | +98.6% | +7.6% | +91.0% | +90.8% |
| 1Y | +93.6% | +21.6% | +72.0% | +79.8% |
| 3Y | +699.1% | +67.0% | +632.0% | +565.1% |
| 5Y | +481.0% | +64.2% | +416.8% | +378.1% |
| 10Y | +2,082.0% | +172.5% | +1,909.5% | +1,347.0% |
| All | +4,121.8% | +1,894.7% | +2,227.1% | +1,062.0% |
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 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