After giving a pedagogical review we clarify that the stochastic approach to inflation is generically reliable only at zeroth order in the (geometrical) slow-roll parameter ϵ1 if and only if ϵ22 ≪ 6/ϵ1, with the notable exception of slow-roll. This is due to the failure of the stochastic ΔN formalism in its standard formulation. However, by keeping the formalism in its regime of validity, we showed that, in ultra-slow-roll, the stochastic approach to inflation reproduces the power spectrum calculated from the linear theory approach.