+37.8%
UPS vs STRL
+7,157.2%
-7,119.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.2% |
| 7D | -2.1% | +10.1% | -12.2% | -3.4% |
| 30D | -2.3% | -8.2% | +5.9% | -1.5% |
| 3M | -5.2% | -43.7% | +38.5% | +1.0% |
| 6M | +1.4% | +27.1% | -25.7% | -5.4% |
| YTD | +6.1% | +64.0% | -57.9% | -4.9% |
| 1Y | +27.0% | +75.2% | -48.2% | +11.4% |
| 3Y | -25.9% | +539.9% | -565.8% | -50.4% |
| 5Y | -34.6% | +2,133.0% | -2,167.6% | -66.2% |
| All | +37.8% | +7,157.2% | -7,119.4% | -41.9% |
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