+16,011.1%
STX vs UPS
+238.3%
+15,772.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +7.0% |
| 7D | +2.4% | -2.9% | +5.2% | +4.0% |
| 30D | +1.4% | -3.5% | +4.9% | +3.2% |
| 3M | -8.2% | -5.7% | -2.5% | -5.7% |
| 6M | +127.0% | -4.4% | +131.4% | +130.1% |
| YTD | +209.1% | +8.0% | +201.1% | +189.8% |
| 1Y | +365.4% | +29.0% | +336.4% | +288.5% |
| 3Y | +1,135.4% | -27.7% | +1,163.1% | +1,297.2% |
| 5Y | +991.5% | -34.3% | +1,025.8% | +1,173.0% |
| 10Y | +3,695.8% | +37.8% | +3,658.0% | +2,332.6% |
| All | +16,011.1% | +238.3% | +15,772.9% | +5,619.4% |
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