+234.4%
UPS vs STLA
+189.2%
+45.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +1.1% | -6.4% | +7.5% | +2.3% |
| 30D | +17.3% | -1.3% | +18.7% | +17.3% |
| 3M | +7.9% | -19.9% | +27.8% | +11.5% |
| 6M | +13.7% | -42.9% | +56.6% | +24.2% |
| YTD | +17.2% | -59.4% | +76.6% | +34.2% |
| 1Y | +23.2% | -56.8% | +80.1% | +39.5% |
| 3Y | -5.9% | -73.1% | +67.2% | +12.7% |
| 5Y | -33.1% | -70.1% | +37.0% | -22.3% |
| 10Y | +44.3% | +19.8% | +24.5% | +42.7% |
| All | +234.4% | +189.2% | +45.2% | +227.2% |
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