-35.2%
STZ vs ULTA
+69.8%
-104.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.6% | +2.5% | +0.1% | +2.2% |
| 30D | +15.2% | +11.5% | +3.7% | +13.5% |
| 3M | +7.6% | +28.1% | -20.5% | +4.3% |
| 6M | +5.3% | +34.2% | -29.0% | +1.3% |
| YTD | +8.6% | +9.2% | -0.6% | +6.2% |
| 1Y | +15.6% | +23.7% | -8.2% | +11.4% |
| 3Y | -35.2% | +69.2% | -104.3% | -42.2% |
| All | -35.2% | +69.8% | -104.9% | -42.2% |
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