-14.8%
STZ vs ULTA
+5.8%
-20.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -5.1% |
| 7D | -7.4% | +0.7% | -8.0% | -7.5% |
| 30D | -10.9% | -2.8% | -8.1% | -10.5% |
| 3M | -13.4% | +18.7% | -32.1% | -16.0% |
| 6M | -16.2% | -15.0% | -1.2% | -15.2% |
| YTD | -10.4% | -9.2% | -1.2% | -11.8% |
| 1Y | -14.8% | +5.7% | -20.4% | -19.8% |
| All | -14.8% | +5.8% | -20.6% | -19.8% |
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