+9,423.5%
STX vs UPS
+267.2%
+9,156.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -17.3% | +1.7% | -19.0% | -18.0% |
| 30D | -35.9% | +17.4% | -53.4% | -41.8% |
| 3M | -37.3% | +7.7% | -45.1% | -40.5% |
| 6M | -35.8% | +13.8% | -49.6% | -41.3% |
| YTD | +82.7% | +17.3% | +65.5% | +62.2% |
| 1Y | +71.6% | +27.2% | +44.5% | +44.9% |
| 3Y | +635.3% | -5.6% | +640.9% | +602.3% |
| 5Y | +483.8% | -33.5% | +517.3% | +579.3% |
| 10Y | +1,967.8% | +43.7% | +1,924.1% | +1,192.3% |
| All | +9,423.5% | +267.2% | +9,156.3% | +3,102.2% |
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 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