+110.6%
SPOT vs UPS
-33.5%
+144.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -6.9% | -3.4% | -3.4% | -5.9% |
| 30D | +4.1% | -2.7% | +6.9% | +5.0% |
| 3M | +3.7% | -1.6% | +5.3% | +3.5% |
| 6M | -1.6% | +2.3% | -3.9% | -3.2% |
| YTD | -10.2% | +5.6% | -15.7% | -12.9% |
| 1Y | -25.9% | +27.1% | -53.0% | -32.7% |
| 3Y | +235.6% | -26.3% | +261.9% | +258.1% |
| 5Y | +110.6% | -34.5% | +145.1% | +132.2% |
| All | +110.6% | -33.5% | +144.1% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling