-34.5%
UPS vs S
-67.4%
+32.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | 0.0% | -13.4% | +13.5% | +1.4% |
| 30D | +17.3% | -14.0% | +31.3% | +18.9% |
| 3M | +6.6% | +4.9% | +1.7% | +5.4% |
| 6M | +12.0% | +42.0% | -30.0% | +7.0% |
| YTD | +14.4% | +45.1% | -30.8% | +8.4% |
| 1Y | +23.3% | +33.1% | -9.8% | +17.8% |
| 3Y | -9.6% | +40.6% | -50.3% | -16.6% |
| All | -34.5% | -67.4% | +32.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling