+1,383.2%
STX vs UPS
-26.6%
+1,409.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +7.0% |
| 7D | +10.7% | -2.1% | +12.9% | +11.4% |
| 30D | +11.3% | -2.3% | +13.6% | +12.0% |
| 3M | +3.2% | -5.2% | +8.4% | +4.6% |
| 6M | +157.0% | +1.4% | +155.6% | +154.1% |
| YTD | +229.2% | +6.1% | +223.1% | +219.1% |
| 1Y | +381.8% | +27.0% | +354.9% | +338.0% |
| 3Y | +1,383.2% | -25.9% | +1,409.1% | +1,470.2% |
| All | +1,383.2% | -26.6% | +1,409.7% | +1,470.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling