+44.3%
UPS vs STRL
+4,310.8%
-4,266.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.0% | -12.5% | +0.7% |
| 7D | +1.1% | -13.3% | +14.5% | +2.1% |
| 30D | +17.3% | -43.3% | +60.7% | +24.5% |
| 3M | +7.9% | -46.9% | +54.7% | +14.9% |
| 6M | +13.7% | -65.6% | +79.3% | +26.7% |
| YTD | +17.2% | -5.1% | +22.3% | +10.7% |
| 1Y | +23.2% | -23.1% | +46.3% | +19.4% |
| 3Y | -5.9% | +346.8% | -352.7% | -35.9% |
| 5Y | -33.1% | +907.2% | -940.2% | -62.3% |
| 10Y | +44.3% | +3,988.2% | -3,943.9% | -37.9% |
| All | +44.3% | +4,310.8% | -4,266.4% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling