+1,972.8%
STX vs UPS
+43.9%
+1,928.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.9% |
| 7D | +14.6% | +3.8% | +10.8% | +12.8% |
| 30D | -26.0% | +17.4% | -43.3% | -31.1% |
| 3M | -42.6% | +8.2% | -50.8% | -44.9% |
| 6M | -35.3% | +17.9% | -53.2% | -40.5% |
| YTD | +92.5% | +18.7% | +73.8% | +74.7% |
| 1Y | +102.4% | +24.8% | +77.6% | +79.3% |
| 3Y | +673.8% | -4.5% | +678.4% | +645.4% |
| 5Y | +463.1% | -33.2% | +496.3% | +540.5% |
| All | +1,972.8% | +43.9% | +1,928.9% | +1,293.0% |
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 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