+778.5%
SPY vs UPS
+277.3%
+501.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | +2.6% | +3.8% | -1.2% | +0.9% |
| 30D | -2.0% | +17.4% | -19.3% | -9.0% |
| 3M | -2.8% | +8.2% | -11.0% | -6.6% |
| 6M | +2.1% | +17.9% | -15.8% | -6.3% |
| YTD | +11.5% | +18.7% | -7.2% | +0.9% |
| 1Y | +13.5% | +24.8% | -11.4% | +0.2% |
| 3Y | +77.7% | -4.5% | +82.2% | +69.8% |
| 5Y | +72.6% | -33.2% | +105.8% | +92.8% |
| 10Y | +308.2% | +44.2% | +263.9% | +184.9% |
| All | +778.5% | +277.3% | +501.2% | +249.9% |
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