-31.2%
UPS vs S
-51.7%
+20.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +3.8% | +2.0% | +1.8% | +3.6% |
| 30D | +17.4% | -2.7% | +20.1% | +17.5% |
| 3M | +8.2% | -6.9% | +15.1% | +8.3% |
| 6M | +17.9% | +38.1% | -20.1% | +13.2% |
| YTD | +18.7% | +48.0% | -29.3% | +12.5% |
| 1Y | +24.8% | +34.5% | -9.7% | +19.3% |
| 3Y | -4.5% | +38.3% | -42.9% | -11.3% |
| 5Y | -33.2% | -70.9% | +37.7% | -32.9% |
| All | -31.2% | -51.7% | +20.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling