-37.6%
SMCI vs UPS
+29.9%
-67.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.7% | -10.4% | -8.3% |
| 7D | -17.3% | +8.2% | -25.6% | -21.3% |
| 30D | -31.5% | +22.7% | -54.2% | -39.7% |
| 3M | -6.6% | +6.4% | -13.0% | -9.9% |
| 6M | +6.0% | +22.6% | -16.6% | -4.2% |
| YTD | +1.1% | +20.7% | -19.6% | -10.3% |
| 1Y | -37.6% | +30.6% | -68.2% | -46.1% |
| All | -37.6% | +29.9% | -67.5% | -46.1% |
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