+4,167.1%
SMCI vs UPS
+172.1%
+3,995.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.4% |
| 7D | -1.3% | -3.4% | +2.1% | +0.7% |
| 30D | +18.3% | -2.7% | +21.0% | +20.2% |
| 3M | +27.7% | -1.6% | +29.4% | +28.7% |
| 6M | +17.6% | +2.3% | +15.2% | +16.7% |
| YTD | +27.7% | +5.6% | +22.1% | +24.1% |
| 1Y | -14.9% | +27.1% | -41.9% | -26.1% |
| 3Y | +33.2% | -26.3% | +59.5% | +51.6% |
| 5Y | +921.6% | -34.5% | +956.1% | +1,134.6% |
| 10Y | +1,672.4% | +37.1% | +1,635.3% | +1,081.2% |
| All | +4,167.1% | +172.1% | +3,995.0% | +1,503.7% |
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