+14.8%
SPY vs UPS
+29.9%
-15.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.1% | +1.0% |
| 7D | -0.7% | +8.2% | -8.9% | -1.7% |
| 30D | -1.0% | +22.7% | -23.8% | -3.7% |
| 3M | -0.3% | +6.4% | -6.8% | -1.1% |
| 6M | +7.3% | +22.6% | -15.3% | +4.2% |
| YTD | +13.3% | +20.7% | -7.4% | +9.6% |
| 1Y | +14.8% | +30.6% | -15.9% | +10.3% |
| All | +14.8% | +29.9% | -15.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling