-51.7%
FIG vs UPS
+29.9%
-81.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +4.9% |
| 7D | -4.7% | +8.2% | -12.9% | -5.0% |
| 30D | +0.5% | +22.7% | -22.2% | -0.3% |
| 3M | -18.4% | +6.4% | -24.8% | -19.7% |
| 6M | +10.9% | +22.6% | -11.7% | +12.7% |
| YTD | -40.8% | +20.7% | -61.5% | -43.6% |
| 1Y | -51.7% | +30.6% | -82.3% | -56.3% |
| All | -51.7% | +29.9% | -81.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling