-34.5%
UPS vs STRL
+779.4%
-813.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.7% |
| 7D | 0.0% | -26.9% | +27.0% | +2.2% |
| 30D | +17.3% | -52.7% | +70.0% | +24.4% |
| 3M | +6.6% | -52.8% | +59.5% | +12.7% |
| 6M | +12.0% | -71.5% | +83.5% | +23.3% |
| YTD | +14.4% | -17.4% | +31.8% | +11.0% |
| 1Y | +23.3% | -35.0% | +58.3% | +22.3% |
| 3Y | -9.6% | +239.2% | -248.8% | -34.5% |
| All | -34.5% | +779.4% | -813.8% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling