+257.9%
SPOT vs UPS
-4.2%
+262.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.2% |
| 7D | +1.6% | +3.8% | -2.2% | +1.3% |
| 30D | +16.9% | +17.4% | -0.4% | +15.7% |
| 3M | +23.0% | +8.2% | +14.8% | +22.3% |
| 6M | +42.2% | +17.9% | +24.2% | +40.2% |
| YTD | +5.5% | +18.7% | -13.2% | +4.1% |
| 1Y | -5.1% | +24.8% | -29.9% | -6.7% |
| 3Y | +257.9% | -4.5% | +262.4% | +254.3% |
| All | +257.9% | -4.2% | +262.1% | +254.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling