+296.4%
SPGI vs UPS
+35.1%
+261.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | +2.0% | -3.7% | +5.8% | +3.3% |
| 3M | +4.3% | -6.6% | +10.9% | +6.4% |
| 6M | -0.2% | +2.6% | -2.8% | -1.9% |
| YTD | -14.8% | +4.8% | -19.6% | -17.2% |
| 1Y | -18.5% | +25.3% | -43.8% | -26.1% |
| 3Y | +16.0% | -26.9% | +42.8% | +24.0% |
| 5Y | +2.2% | -33.5% | +35.7% | +12.0% |
| 10Y | +296.4% | +36.1% | +260.4% | +181.4% |
| All | +296.4% | +35.1% | +261.4% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling