+1,077.4%
STX vs UPS
-35.0%
+1,112.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.5% |
| 7D | +9.6% | -3.7% | +13.2% | +11.1% |
| 30D | +10.6% | -3.7% | +14.3% | +12.1% |
| 3M | +4.8% | -6.6% | +11.3% | +7.1% |
| 6M | +137.3% | +2.6% | +134.7% | +133.1% |
| YTD | +222.5% | +4.8% | +217.7% | +211.7% |
| 1Y | +366.2% | +25.3% | +340.9% | +315.1% |
| 3Y | +1,352.9% | -26.9% | +1,379.8% | +1,476.3% |
| 5Y | +1,077.4% | -33.5% | +1,110.9% | +1,228.1% |
| All | +1,077.4% | -35.0% | +1,112.4% | +1,228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling