-33.4%
UPS vs STZ
-32.8%
-0.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | -3.5% | -1.9% | -1.6% | -3.1% |
| 3M | -5.7% | -6.2% | +0.5% | -4.3% |
| 6M | -4.4% | -14.0% | +9.6% | -0.6% |
| YTD | +8.0% | -5.1% | +13.1% | +8.2% |
| 1Y | +29.0% | -9.6% | +38.6% | +30.9% |
| 3Y | -27.7% | -47.2% | +19.5% | -12.9% |
| All | -33.4% | -32.8% | -0.6% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling