+36.1%
UPS vs STZ
-13.0%
+49.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -3.7% | -6.0% | +2.4% | -2.0% |
| 30D | -3.7% | -8.9% | +5.1% | -1.3% |
| 3M | -6.6% | -12.6% | +6.0% | -3.2% |
| 6M | +2.6% | -17.2% | +19.8% | +7.6% |
| YTD | +4.8% | -10.0% | +14.8% | +6.8% |
| 1Y | +25.3% | -14.3% | +39.6% | +29.2% |
| 3Y | -26.9% | -49.9% | +23.1% | -12.3% |
| 5Y | -33.5% | -38.2% | +4.7% | -25.6% |
| 10Y | +36.1% | -12.0% | +48.1% | +39.3% |
| All | +36.1% | -13.0% | +49.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling