+30.7%
ULTA vs STLA
-66.1%
+96.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.6% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | +2.8% | +0.9% | +1.9% | +2.4% |
| 3M | +14.8% | -21.6% | +36.4% | +20.5% |
| 6M | -16.2% | -21.6% | +5.4% | -12.2% |
| YTD | -9.6% | -50.4% | +40.8% | +3.2% |
| 1Y | +4.8% | -43.6% | +48.3% | +14.5% |
| 3Y | +30.7% | -66.4% | +97.1% | +53.3% |
| All | +30.7% | -66.1% | +96.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling