+252.8%
SPOT vs UPS
+35.4%
+217.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.1% | -2.0% | -1.1% | -2.5% |
| 30D | +7.4% | -2.0% | +9.3% | +8.1% |
| 3M | +8.2% | -6.2% | +14.4% | +9.8% |
| 6M | +2.2% | +2.8% | -0.6% | +0.4% |
| YTD | -9.5% | +5.9% | -15.4% | -12.4% |
| 1Y | -23.8% | +26.2% | -50.1% | -30.8% |
| 3Y | +233.5% | -26.0% | +259.5% | +252.5% |
| 5Y | +112.2% | -34.3% | +146.5% | +134.0% |
| All | +252.8% | +35.4% | +217.4% | +186.4% |
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