-15.7%
STM vs UPS
-34.3%
+18.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +6.0% |
| 7D | -10.7% | 0.0% | -10.8% | -10.9% |
| 30D | -25.7% | +17.3% | -43.1% | -33.2% |
| 3M | -21.6% | +6.6% | -28.2% | -25.4% |
| 6M | -27.8% | +12.0% | -39.8% | -33.8% |
| YTD | +61.8% | +14.4% | +47.4% | +45.1% |
| 1Y | +78.1% | +23.3% | +54.8% | +51.8% |
| 3Y | +4.9% | -9.6% | +14.5% | +4.4% |
| All | -15.7% | -34.3% | +18.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling