+36.1%
UPS vs STRL
+7,055.3%
-7,019.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -3.7% | +8.2% | -11.9% | -4.7% |
| 30D | -3.7% | -6.3% | +2.6% | -3.2% |
| 3M | -6.6% | -41.2% | +34.6% | -1.0% |
| 6M | +2.6% | +20.4% | -17.8% | -3.6% |
| YTD | +4.8% | +61.7% | -56.9% | -5.9% |
| 1Y | +25.3% | +72.7% | -47.4% | +10.1% |
| 3Y | -26.9% | +530.9% | -557.8% | -50.9% |
| 5Y | -33.5% | +2,125.4% | -2,158.9% | -65.7% |
| 10Y | +36.1% | +7,301.3% | -7,265.3% | -42.6% |
| All | +36.1% | +7,055.3% | -7,019.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded STRL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling