+64.5%
ULTA vs STLA
-74.6%
+139.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +2.5% | -13.8% | +16.2% | +6.1% |
| 30D | +11.5% | -10.5% | +22.1% | +14.1% |
| 3M | +28.1% | -28.9% | +57.0% | +38.0% |
| 6M | +34.2% | -49.7% | +84.0% | +57.3% |
| YTD | +9.2% | -64.9% | +74.1% | +38.1% |
| 1Y | +23.7% | -64.0% | +87.8% | +54.8% |
| 3Y | +69.2% | -77.4% | +146.6% | +131.4% |
| All | +64.5% | -74.6% | +139.0% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling