+43.3%
UPS vs STRL
+3,816.9%
-3,773.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -0.6% | +23.4% | -24.0% | -3.2% |
| 30D | +16.4% | -39.5% | +56.0% | +22.6% |
| 3M | +7.9% | -45.1% | +53.0% | +14.5% |
| 6M | +15.8% | -64.6% | +80.4% | +28.6% |
| YTD | +16.6% | -1.5% | +18.1% | +9.6% |
| 1Y | +22.3% | -20.8% | +43.1% | +18.1% |
| 3Y | -6.2% | +353.1% | -359.3% | -36.2% |
| 5Y | -34.4% | +942.9% | -977.3% | -63.3% |
| All | +43.3% | +3,816.9% | -3,773.6% | -38.1% |
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