+123.9%
SBUX vs UPS
+37.9%
+86.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.5% | -2.0% | -3.5% | -4.8% |
| 30D | -8.5% | -2.0% | -6.5% | -7.8% |
| 3M | -2.9% | -6.2% | +3.3% | -0.9% |
| 6M | -1.5% | +2.8% | -4.3% | -3.6% |
| YTD | +19.4% | +5.9% | +13.5% | +15.1% |
| 1Y | +22.9% | +26.2% | -3.3% | +10.3% |
| 3Y | +11.3% | -26.0% | +37.3% | +19.7% |
| 5Y | -6.9% | -34.3% | +27.4% | +3.4% |
| All | +123.9% | +37.9% | +86.0% | +65.2% |
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