-36.3%
STZ vs ULTA
+63.6%
-99.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +20.9% | +18.2% | +2.7% | +18.3% |
| 3M | +8.0% | +19.7% | -11.7% | +5.5% |
| 6M | -5.3% | +20.5% | -25.8% | -7.8% |
| YTD | +5.9% | +6.6% | -0.6% | +3.9% |
| 1Y | +14.2% | +26.5% | -12.2% | +10.0% |
| All | -36.3% | +63.6% | -99.9% | -43.0% |
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 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