+227.0%
UPS vs STZ
+1,953.7%
-1,726.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | -3.5% | -1.9% | -1.6% | -3.2% |
| 3M | -5.7% | -6.2% | +0.5% | -4.6% |
| 6M | -4.4% | -14.0% | +9.6% | -1.5% |
| YTD | +8.0% | -5.1% | +13.1% | +8.5% |
| 1Y | +29.0% | -9.6% | +38.6% | +30.8% |
| 3Y | -27.7% | -47.2% | +19.5% | -17.8% |
| 5Y | -34.3% | -33.6% | -0.8% | -29.4% |
| 10Y | +37.8% | -9.8% | +47.6% | +34.7% |
| All | +227.0% | +1,953.7% | -1,726.7% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling