+143.9%
STM vs UPS
+243.4%
-99.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.7% |
| 7D | +5.8% | -2.9% | +8.7% | +8.0% |
| 30D | -1.0% | -3.5% | +2.5% | +1.3% |
| 3M | -33.3% | -5.7% | -27.5% | -30.7% |
| 6M | +57.4% | -4.4% | +61.7% | +60.9% |
| YTD | +102.2% | +8.0% | +94.2% | +89.2% |
| 1Y | +99.6% | +29.0% | +70.6% | +63.7% |
| 3Y | +14.5% | -27.7% | +42.2% | +37.1% |
| 5Y | +21.4% | -34.3% | +55.7% | +52.9% |
| 10Y | +695.0% | +37.8% | +657.2% | +416.6% |
| All | +143.9% | +243.4% | -99.5% | -24.4% |
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