+21.1%
STM vs UPS
-26.6%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | +5.2% | -2.1% | +7.3% | +6.6% |
| 30D | -7.4% | -2.3% | -5.0% | -6.2% |
| 3M | -30.6% | -5.2% | -25.4% | -28.6% |
| 6M | +66.4% | +1.4% | +65.0% | +63.6% |
| YTD | +101.1% | +6.1% | +95.0% | +91.7% |
| 1Y | +97.4% | +27.0% | +70.4% | +67.7% |
| 3Y | +21.1% | -25.9% | +47.1% | +34.6% |
| All | +21.1% | -26.6% | +47.7% | +34.6% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling