+246.2%
UPS vs STT
+645.3%
-399.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.7% |
| 30D | +17.3% | -5.0% | +22.3% | +18.9% |
| 3M | +6.6% | -10.5% | +17.1% | +9.6% |
| 6M | +12.0% | +10.0% | +2.0% | +9.0% |
| YTD | +14.4% | +30.7% | -16.3% | +6.3% |
| 1Y | +23.3% | +43.8% | -20.5% | +11.8% |
| 3Y | -9.6% | +168.1% | -177.7% | -30.6% |
| 5Y | -34.1% | +101.4% | -135.5% | -46.5% |
| 10Y | +49.5% | +211.3% | -161.8% | +4.3% |
| All | +246.2% | +645.3% | -399.1% | +59.8% |
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