+36.1%
UPS vs STT
+262.1%
-226.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | +1.0% | -4.7% | -4.0% |
| 30D | -3.7% | +2.8% | -6.5% | -4.8% |
| 3M | -6.6% | +18.1% | -24.7% | -12.2% |
| 6M | +2.6% | +59.2% | -56.7% | -13.5% |
| YTD | +4.8% | +51.5% | -46.7% | -10.2% |
| 1Y | +25.3% | +75.7% | -50.4% | +1.6% |
| 3Y | -26.9% | +200.8% | -227.6% | -51.5% |
| 5Y | -33.5% | +155.8% | -189.3% | -54.7% |
| 10Y | +36.1% | +266.4% | -230.3% | -22.8% |
| All | +36.1% | +262.1% | -226.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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