-18.9%
SPGI vs UPS
+26.3%
-45.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -8.9% | -3.4% | -5.5% | -8.6% |
| 30D | +0.6% | -2.7% | +3.4% | +0.9% |
| 3M | +2.0% | -1.6% | +3.6% | +2.7% |
| 6M | +0.1% | +2.3% | -2.3% | +0.7% |
| YTD | -16.4% | +5.6% | -22.0% | -16.1% |
| 1Y | -18.9% | +27.1% | -46.0% | -18.6% |
| All | -18.9% | +26.3% | -45.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling