+794.7%
SPY vs UPS
+243.4%
+551.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | +0.1% | -3.5% | +3.6% | +1.6% |
| 3M | +2.0% | -5.7% | +7.7% | +4.1% |
| 6M | +13.0% | -4.4% | +17.4% | +13.8% |
| YTD | +13.5% | +8.0% | +5.5% | +7.7% |
| 1Y | +20.0% | +29.0% | -9.1% | +4.1% |
| 3Y | +77.2% | -27.7% | +104.9% | +94.0% |
| 5Y | +81.9% | -34.3% | +116.2% | +104.0% |
| 10Y | +314.1% | +37.8% | +276.3% | +195.1% |
| All | +794.7% | +243.4% | +551.3% | +273.5% |
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