-37.4%
UPS vs S
-56.8%
+19.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.9% | -7.7% | +4.8% | -2.1% |
| 30D | -3.5% | -5.3% | +1.8% | -3.2% |
| 3M | -5.7% | +20.3% | -26.0% | -7.8% |
| 6M | -4.4% | +47.4% | -51.7% | -8.8% |
| YTD | +8.0% | +32.5% | -24.5% | +4.0% |
| 1Y | +29.0% | +9.5% | +19.5% | +26.3% |
| 3Y | -27.7% | +15.5% | -43.2% | -31.4% |
| 5Y | -34.3% | -71.2% | +36.9% | -33.7% |
| All | -37.4% | -56.8% | +19.4% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling