+44.6%
SMCI vs UPS
-26.3%
+70.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.1% |
| 7D | +1.3% | -2.0% | +3.3% | +2.2% |
| 30D | +6.6% | -2.0% | +8.6% | +7.6% |
| 3M | +25.4% | -6.2% | +31.7% | +28.8% |
| 6M | +26.1% | +2.8% | +23.4% | +25.4% |
| YTD | +37.0% | +5.9% | +31.1% | +34.8% |
| 1Y | -8.8% | +26.2% | -35.0% | -15.7% |
| 3Y | +44.6% | -26.0% | +70.6% | +65.3% |
| All | +44.6% | -26.3% | +70.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling