+6.5%
ULTA vs STLA
-38.0%
+44.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +9.0% | +2.6% | +6.4% | +8.7% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | +22.0% | -24.8% | +46.7% | +25.9% |
| 6M | -14.7% | -25.6% | +10.9% | -12.1% |
| YTD | -6.8% | -48.9% | +42.2% | -1.7% |
| 1Y | +6.5% | -38.8% | +45.3% | +8.8% |
| All | +6.5% | -38.0% | +44.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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