-34.6%
UPS vs STT
+150.3%
-184.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.0% |
| 6M | +1.4% | +60.4% | -59.0% | -16.7% |
| YTD | +6.1% | +51.5% | -45.3% | -11.0% |
| 1Y | +27.0% | +76.3% | -49.3% | -0.1% |
| 3Y | -25.9% | +200.7% | -226.7% | -53.6% |
| 5Y | -34.6% | +157.5% | -192.0% | -57.7% |
| All | -34.6% | +150.3% | -184.9% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling