+2,502.1%
SOXX vs UPS
+268.8%
+2,233.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +3.0% | -3.4% | +6.4% | +5.3% |
| 30D | -3.1% | -2.7% | -0.4% | -1.5% |
| 3M | -4.4% | -1.6% | -2.8% | -4.1% |
| 6M | +52.9% | +2.3% | +50.6% | +49.0% |
| YTD | +72.0% | +5.6% | +66.4% | +63.0% |
| 1Y | +105.1% | +27.1% | +78.1% | +70.7% |
| 3Y | +220.6% | -26.3% | +246.9% | +262.7% |
| 5Y | +244.8% | -34.5% | +279.3% | +317.0% |
| 10Y | +1,537.1% | +37.1% | +1,500.0% | +954.7% |
| All | +2,502.1% | +268.8% | +2,233.2% | +604.8% |
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