+45.9%
UPS vs STT
+198.3%
-152.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | +4.8% | -1.0% | +2.1% |
| 30D | +17.4% | +3.9% | +13.4% | +15.7% |
| 3M | +8.2% | -8.2% | +16.4% | +11.3% |
| 6M | +17.9% | +15.6% | +2.3% | +11.5% |
| YTD | +18.7% | +37.6% | -18.9% | +5.1% |
| 1Y | +24.8% | +50.1% | -25.3% | +7.1% |
| 3Y | -4.5% | +183.1% | -187.6% | -35.3% |
| 5Y | -33.2% | +104.8% | -138.1% | -50.9% |
| All | +45.9% | +198.3% | -152.3% | -10.4% |
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