+525.6%
STZ vs ULTA
+1,628.6%
-1,102.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.9% | +9.0% | -10.9% | -3.5% |
| 30D | -1.9% | +4.6% | -6.5% | -2.8% |
| 3M | -6.2% | +22.0% | -28.2% | -9.7% |
| 6M | -14.0% | -14.7% | +0.7% | -12.0% |
| YTD | -5.1% | -6.8% | +1.6% | -4.6% |
| 1Y | -9.6% | +6.5% | -16.1% | -11.4% |
| 3Y | -47.2% | +35.6% | -82.8% | -51.7% |
| 5Y | -33.6% | +47.6% | -81.2% | -41.3% |
| 10Y | -9.8% | +128.9% | -138.7% | -30.5% |
| All | +525.6% | +1,628.6% | -1,102.9% | +183.3% |
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