+828.4%
SPYM vs UPS
+165.6%
+662.8%
-54.5%
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% | +1.5% |
| 3M | +2.0% | -5.7% | +7.7% | +4.0% |
| 6M | +13.1% | -4.4% | +17.4% | +13.8% |
| YTD | +13.6% | +8.0% | +5.6% | +8.1% |
| 1Y | +20.1% | +29.0% | -9.0% | +5.1% |
| 3Y | +77.6% | -27.7% | +105.3% | +93.7% |
| 5Y | +82.5% | -34.3% | +116.9% | +103.9% |
| 10Y | +317.6% | +37.8% | +279.8% | +201.1% |
| All | +828.4% | +165.6% | +662.8% | +329.0% |
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