+3,829.7%
SBUX vs UPS
+237.3%
+3,592.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.5% |
| 7D | -3.9% | -2.1% | -1.8% | -2.9% |
| 30D | -2.8% | -2.3% | -0.5% | -1.8% |
| 3M | +8.2% | -5.2% | +13.4% | +10.3% |
| 6M | +4.3% | +1.4% | +2.8% | +2.1% |
| YTD | +23.3% | +6.1% | +17.2% | +17.6% |
| 1Y | +24.3% | +27.0% | -2.7% | +7.8% |
| 3Y | +15.5% | -25.9% | +41.4% | +26.7% |
| 5Y | -2.7% | -34.6% | +31.9% | +11.1% |
| 10Y | +128.8% | +36.2% | +92.7% | +60.4% |
| All | +3,829.7% | +237.3% | +3,592.4% | +1,442.2% |
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 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