+366.2%
STX vs UPS
+25.5%
+340.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.8% |
| 7D | +9.6% | -3.7% | +13.2% | +10.4% |
| 30D | +10.6% | -3.7% | +14.3% | +11.4% |
| 3M | +4.8% | -6.6% | +11.3% | +6.2% |
| 6M | +137.3% | +2.6% | +134.7% | +136.0% |
| YTD | +222.5% | +4.8% | +217.7% | +218.0% |
| 1Y | +366.2% | +25.3% | +340.9% | +356.0% |
| All | +366.2% | +25.5% | +340.7% | +356.0% |
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 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