+254.8%
SPOT vs UPS
+35.7%
+219.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.0% |
| 7D | -2.9% | -2.1% | -0.7% | -2.2% |
| 30D | +8.3% | -2.3% | +10.6% | +9.1% |
| 3M | +5.1% | -5.2% | +10.3% | +6.1% |
| 6M | -6.5% | +1.4% | -7.9% | -7.8% |
| YTD | -9.0% | +6.1% | -15.1% | -12.0% |
| 1Y | -26.4% | +27.0% | -53.4% | -33.2% |
| 3Y | +240.0% | -25.9% | +266.0% | +259.4% |
| 5Y | +111.7% | -34.6% | +146.3% | +133.9% |
| All | +254.8% | +35.7% | +219.1% | +187.8% |
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