+368.8%
SNXX vs UPS
-1.5%
+370.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.5% |
| 7D | -12.0% | -2.0% | -10.1% | -9.8% |
| 30D | +37.9% | -2.0% | +39.9% | +40.2% |
| 3M | -52.7% | -6.2% | -46.4% | -47.0% |
| 6M | +194.8% | +2.8% | +192.0% | +192.2% |
| All | +368.8% | -1.5% | +370.3% | +420.9% |
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