+100.8%
STM vs UPS
+25.5%
+75.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.2% |
| 3M | -29.6% | -6.6% | -23.1% | -27.1% |
| 6M | +54.4% | +2.6% | +51.8% | +50.5% |
| YTD | +99.5% | +4.8% | +94.7% | +90.9% |
| 1Y | +100.8% | +25.3% | +75.5% | +71.5% |
| All | +100.8% | +25.5% | +75.2% | +71.5% |
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 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