+598.5%
STZ vs ULTA
+1,875.7%
-1,277.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +20.9% | +18.2% | +2.7% | +17.2% |
| 3M | +8.0% | +19.7% | -11.7% | +4.4% |
| 6M | -5.3% | +20.5% | -25.8% | -8.7% |
| YTD | +5.9% | +6.6% | -0.6% | +3.9% |
| 1Y | +14.2% | +26.5% | -12.2% | +8.4% |
| 3Y | -37.0% | +67.0% | -104.0% | -44.5% |
| 5Y | -29.7% | +64.5% | -94.2% | -38.9% |
| 10Y | +5.2% | +182.6% | -177.4% | -21.9% |
| All | +598.5% | +1,875.7% | -1,277.2% | +208.6% |
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