+227.0%
UPS vs STT
+774.5%
-547.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | -3.5% | +3.9% | -7.4% | -4.5% |
| 3M | -5.7% | +20.0% | -25.7% | -10.2% |
| 6M | -4.4% | +55.3% | -59.7% | -14.8% |
| YTD | +8.0% | +53.3% | -45.3% | -3.6% |
| 1Y | +29.0% | +74.7% | -45.7% | +11.2% |
| 3Y | -27.7% | +205.8% | -233.5% | -46.3% |
| 5Y | -34.3% | +145.0% | -179.3% | -49.4% |
| 10Y | +37.8% | +266.0% | -228.2% | -7.8% |
| All | +227.0% | +774.5% | -547.5% | +44.9% |
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