+2,436.0%
ULTA vs STLA
+252.7%
+2,183.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -2.0% |
| 7D | +0.7% | +0.7% | -0.1% | +0.5% |
| 30D | -2.8% | -2.4% | -0.5% | -2.5% |
| 3M | +18.7% | -23.9% | +42.5% | +25.1% |
| 6M | -15.0% | -24.6% | +9.6% | -10.4% |
| YTD | -9.2% | -50.5% | +41.3% | +3.2% |
| 1Y | +5.7% | -39.8% | +45.5% | +14.3% |
| 3Y | +32.8% | -65.6% | +98.4% | +57.7% |
| 5Y | +46.0% | -62.1% | +108.0% | +66.6% |
| 10Y | +125.5% | +47.8% | +77.7% | +107.5% |
| All | +2,436.0% | +252.7% | +2,183.3% | +2,259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling