+238.9%
UPS vs STLA
+168.9%
+70.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.9% |
| 7D | -1.6% | -11.6% | +10.0% | +0.4% |
| 30D | +17.9% | -6.2% | +24.1% | +18.9% |
| 3M | +9.4% | -24.6% | +34.0% | +14.2% |
| 6M | +16.2% | -44.9% | +61.1% | +27.6% |
| YTD | +18.8% | -62.3% | +81.0% | +37.7% |
| 1Y | +26.1% | -61.8% | +87.9% | +45.7% |
| 3Y | -4.5% | -75.3% | +70.9% | +16.0% |
| 5Y | -33.2% | -72.5% | +39.3% | -21.4% |
| 10Y | +44.3% | +0.8% | +43.6% | +45.4% |
| All | +238.9% | +168.9% | +70.0% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling