+255.0%
UPS vs STT
+676.7%
-421.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | +17.4% | -1.9% | +19.3% | +18.0% |
| 3M | +7.7% | -7.6% | +15.3% | +9.8% |
| 6M | +13.8% | +16.0% | -2.2% | +9.3% |
| YTD | +17.3% | +36.2% | -18.9% | +7.9% |
| 1Y | +27.2% | +46.8% | -19.6% | +14.7% |
| 3Y | -5.6% | +177.8% | -183.4% | -28.2% |
| 5Y | -33.5% | +105.8% | -139.4% | -46.4% |
| 10Y | +43.7% | +197.6% | -153.9% | +1.1% |
| All | +255.0% | +676.7% | -421.7% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling