+96.5%
STM vs UPS
+29.9%
+66.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.7% | -10.8% | -8.3% |
| 7D | -6.0% | +8.2% | -14.2% | -9.8% |
| 30D | -20.9% | +22.7% | -43.7% | -28.9% |
| 3M | -15.8% | +6.4% | -22.2% | -18.2% |
| 6M | -17.0% | +22.6% | -39.7% | -26.3% |
| YTD | +76.8% | +20.7% | +56.1% | +53.7% |
| 1Y | +96.5% | +30.6% | +65.9% | +60.7% |
| All | +96.5% | +29.9% | +66.6% | +60.7% |
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