+102.4%
STX vs UPS
+24.6%
+77.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.5% |
| 7D | +14.6% | +3.8% | +10.8% | +13.6% |
| 30D | -26.0% | +17.4% | -43.3% | -28.6% |
| 3M | -42.6% | +8.2% | -50.8% | -43.5% |
| 6M | -35.3% | +17.9% | -53.2% | -37.8% |
| YTD | +92.5% | +18.7% | +73.8% | +73.6% |
| 1Y | +102.4% | +24.8% | +77.6% | +82.4% |
| All | +102.4% | +24.6% | +77.7% | +82.4% |
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 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