+212.4%
NXPI vs UPS
+43.9%
+168.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.9% |
| 7D | +6.8% | +3.8% | +3.0% | +4.5% |
| 30D | +20.0% | +17.4% | +2.7% | +9.4% |
| 3M | +14.8% | +8.2% | +6.6% | +9.3% |
| 6M | -10.5% | +17.9% | -28.4% | -19.3% |
| YTD | +23.7% | +18.7% | +5.0% | +10.7% |
| 1Y | +34.1% | +24.8% | +9.3% | +16.5% |
| 3Y | +51.2% | -4.5% | +55.8% | +48.2% |
| 5Y | +33.4% | -33.2% | +66.6% | +59.2% |
| All | +212.4% | +43.9% | +168.5% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling