+246.2%
UPS vs STRL
+23,694.8%
-23,448.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.8% |
| 7D | 0.0% | -26.9% | +27.0% | +2.3% |
| 30D | +17.3% | -52.7% | +70.0% | +24.5% |
| 3M | +6.6% | -52.8% | +59.5% | +12.8% |
| 6M | +12.0% | -71.5% | +83.5% | +22.9% |
| YTD | +14.4% | -17.4% | +31.8% | +12.4% |
| 1Y | +23.3% | -35.0% | +58.3% | +23.4% |
| 3Y | -9.6% | +239.2% | -248.8% | -24.8% |
| 5Y | -34.1% | +830.2% | -864.3% | -50.6% |
| 10Y | +49.5% | +3,574.7% | -3,525.2% | -3.5% |
| All | +246.2% | +23,694.8% | -23,448.6% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling