+2,584.3%
SPGI vs UPS
+272.5%
+2,311.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.4% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | +15.5% | +17.3% | -1.8% | +7.2% |
| 3M | +15.7% | +7.9% | +7.8% | +11.5% |
| 6M | +19.1% | +13.7% | +5.3% | +11.2% |
| YTD | -4.1% | +17.2% | -21.2% | -12.8% |
| 1Y | +1.2% | +23.2% | -22.0% | -10.4% |
| 3Y | +31.6% | -5.9% | +37.5% | +25.8% |
| 5Y | +12.4% | -33.1% | +45.5% | +25.4% |
| 10Y | +334.3% | +44.3% | +290.0% | +194.4% |
| All | +2,584.3% | +272.5% | +2,311.9% | +978.2% |
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