-39.2%
UPS vs S
-57.7%
+18.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | -3.7% | -12.6% | +8.8% | -2.6% |
| 3M | -6.6% | +27.6% | -34.1% | -9.1% |
| 6M | +2.6% | +35.5% | -32.9% | -1.3% |
| YTD | +4.8% | +29.6% | -24.8% | +1.1% |
| 1Y | +25.3% | +8.1% | +17.2% | +22.8% |
| 3Y | -26.9% | +14.8% | -41.6% | -30.5% |
| 5Y | -33.5% | -70.6% | +37.1% | -32.8% |
| All | -39.2% | -57.7% | +18.5% | -39.8% |
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