+3,476.8%
STX vs UPS
+37.5%
+3,439.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.0% |
| 7D | +8.0% | -3.4% | +11.4% | +9.6% |
| 30D | +5.1% | -2.7% | +7.8% | +6.2% |
| 3M | +5.8% | -1.6% | +7.4% | +5.9% |
| 6M | +124.9% | +2.3% | +122.6% | +120.7% |
| YTD | +213.9% | +5.6% | +208.3% | +201.4% |
| 1Y | +350.4% | +27.1% | +323.3% | +293.3% |
| 3Y | +1,314.2% | -26.3% | +1,340.5% | +1,449.2% |
| 5Y | +1,092.8% | -34.5% | +1,127.3% | +1,262.2% |
| All | +3,476.8% | +37.5% | +3,439.3% | +2,223.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling