+109.0%
STM vs UPS
+272.8%
-163.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.9% | +1.7% | -9.6% | -9.1% |
| 30D | -14.1% | +17.4% | -31.6% | -23.5% |
| 3M | -17.6% | +7.7% | -25.3% | -22.7% |
| 6M | -24.2% | +13.8% | -38.1% | -31.8% |
| YTD | +73.3% | +17.3% | +56.0% | +51.7% |
| 1Y | +90.1% | +27.2% | +62.9% | +57.0% |
| 3Y | +10.3% | -5.6% | +16.0% | +8.7% |
| 5Y | -5.7% | -33.5% | +27.8% | +17.5% |
| 10Y | +444.1% | +43.7% | +400.4% | +241.6% |
| All | +109.0% | +272.8% | -163.7% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling