+9,929.9%
STX vs UPS
+271.7%
+9,658.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -4.1% |
| 7D | +14.6% | +3.8% | +10.8% | +12.3% |
| 30D | -26.0% | +17.4% | -43.3% | -32.6% |
| 3M | -42.6% | +8.2% | -50.8% | -45.6% |
| 6M | -35.3% | +17.9% | -53.2% | -42.0% |
| YTD | +92.5% | +18.7% | +73.8% | +69.7% |
| 1Y | +102.4% | +24.8% | +77.6% | +72.9% |
| 3Y | +673.8% | -4.5% | +678.4% | +634.3% |
| 5Y | +463.1% | -33.2% | +496.3% | +553.6% |
| 10Y | +2,014.6% | +44.2% | +1,970.3% | +1,220.2% |
| All | +9,929.9% | +271.7% | +9,658.2% | +3,249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling