+2,607.3%
SPGI vs UPS
+277.5%
+2,329.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -1.4% | -1.6% | +0.3% | -0.6% |
| 30D | +15.3% | +17.9% | -2.7% | +6.7% |
| 3M | +16.5% | +9.4% | +7.1% | +11.5% |
| 6M | +19.8% | +16.2% | +3.7% | +10.8% |
| YTD | -3.2% | +18.8% | -22.0% | -12.6% |
| 1Y | +1.8% | +26.1% | -24.3% | -10.8% |
| 3Y | +30.6% | -4.5% | +35.0% | +24.0% |
| 5Y | +16.0% | -33.2% | +49.2% | +29.7% |
| 10Y | +338.6% | +44.3% | +294.3% | +197.8% |
| All | +2,607.3% | +277.5% | +2,329.8% | +980.7% |
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