+664.5%
STM vs UPS
+35.1%
+629.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.1% |
| 7D | +1.7% | -3.7% | +5.3% | +3.9% |
| 30D | -5.2% | -3.7% | -1.4% | -3.1% |
| 3M | -29.6% | -6.6% | -23.1% | -26.9% |
| 6M | +54.4% | +2.6% | +51.8% | +51.5% |
| YTD | +99.5% | +4.8% | +94.7% | +92.5% |
| 1Y | +100.8% | +25.3% | +75.5% | +73.7% |
| 3Y | +20.2% | -26.9% | +47.0% | +38.2% |
| 5Y | +21.1% | -33.5% | +54.7% | +46.3% |
| 10Y | +664.5% | +36.1% | +628.4% | +455.5% |
| All | +664.5% | +35.1% | +629.5% | +455.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling