+123.8%
STX vs UPS
+29.9%
+93.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.7% | -12.8% | -8.7% |
| 7D | -20.2% | +8.2% | -28.4% | -21.2% |
| 30D | -37.2% | +22.7% | -59.9% | -39.7% |
| 3M | -34.1% | +6.4% | -40.5% | -34.6% |
| 6M | -24.5% | +22.6% | -47.1% | -27.3% |
| YTD | +102.9% | +20.7% | +82.2% | +90.9% |
| 1Y | +123.8% | +30.6% | +93.2% | +117.7% |
| All | +123.8% | +29.9% | +93.9% | +117.7% |
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