+25.3%
UPS vs STLA
-41.2%
+66.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -3.7% | -5.2% | +1.5% | -2.9% |
| 3M | -6.6% | -24.9% | +18.3% | -1.7% |
| 6M | +2.6% | -25.2% | +27.7% | +7.5% |
| YTD | +4.8% | -51.4% | +56.2% | +17.5% |
| 1Y | +25.3% | -40.7% | +66.0% | +33.9% |
| All | +25.3% | -41.2% | +66.5% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling