-33.5%
UPS vs SAN
+384.1%
-417.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -3.7% | -0.1% | -3.7% | -3.8% |
| 3M | -6.6% | +19.6% | -26.2% | -11.4% |
| 6M | +2.6% | +32.7% | -30.1% | -5.7% |
| YTD | +4.8% | +26.7% | -21.9% | -3.1% |
| 1Y | +25.3% | +51.6% | -26.4% | +9.9% |
| 3Y | -26.9% | +348.7% | -375.6% | -54.5% |
| 5Y | -33.5% | +378.7% | -412.2% | -60.7% |
| All | -33.5% | +384.1% | -417.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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