+27.0%
UPS vs STT
+74.0%
-47.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.3% |
| 7D | -2.1% | +2.2% | -4.3% | -3.0% |
| 30D | -2.3% | +3.9% | -6.2% | -3.9% |
| 3M | -5.2% | +19.2% | -24.4% | -12.2% |
| 6M | +1.4% | +60.4% | -59.0% | -16.0% |
| YTD | +6.1% | +51.5% | -45.3% | -10.5% |
| 1Y | +27.0% | +76.3% | -49.3% | +3.1% |
| All | +27.0% | +74.0% | -47.0% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling