-79.1%
FIG vs UPS
+27.8%
-106.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.4% |
| 7D | -16.3% | -2.9% | -13.4% | -16.3% |
| 30D | -14.3% | -3.5% | -10.8% | -14.4% |
| 3M | +7.2% | -5.7% | +12.9% | +6.7% |
| 6M | -18.6% | -4.4% | -14.3% | -19.2% |
| YTD | -35.5% | +8.0% | -43.5% | -38.0% |
| 1Y | -55.8% | +29.0% | -84.8% | -59.8% |
| All | -79.1% | +27.8% | -106.9% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling