+43.3%
UPS vs STLA
-3.1%
+46.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -0.3% |
| 7D | -0.6% | -13.1% | +12.5% | +2.9% |
| 30D | +16.4% | -13.3% | +29.7% | +20.2% |
| 3M | +7.9% | -27.9% | +35.8% | +16.2% |
| 6M | +15.8% | -47.8% | +63.7% | +35.0% |
| YTD | +16.6% | -64.6% | +81.1% | +47.6% |
| 1Y | +22.3% | -64.0% | +86.3% | +53.8% |
| 3Y | -6.2% | -76.8% | +70.6% | +27.6% |
| 5Y | -34.4% | -74.2% | +39.7% | -15.6% |
| All | +43.3% | -3.1% | +46.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling