+99.6%
STM vs UPS
+27.3%
+72.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.5% |
| 7D | +5.8% | -2.9% | +8.7% | +7.6% |
| 30D | -1.0% | -3.5% | +2.5% | +0.9% |
| 3M | -33.3% | -5.7% | -27.5% | -31.2% |
| 6M | +57.4% | -4.4% | +61.7% | +57.4% |
| YTD | +102.2% | +8.0% | +94.2% | +90.0% |
| 1Y | +99.6% | +29.0% | +70.6% | +67.1% |
| All | +99.6% | +27.3% | +72.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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