+254.7%
UPS vs SAN
+348.0%
-93.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.7% | +0.8% |
| 7D | +1.1% | +8.7% | -7.6% | -1.1% |
| 30D | +17.3% | -6.5% | +23.8% | +19.3% |
| 3M | +7.9% | -14.2% | +22.1% | +12.0% |
| 6M | +13.7% | +2.7% | +11.0% | +12.2% |
| YTD | +17.2% | +8.9% | +8.3% | +13.1% |
| 1Y | +23.2% | +23.4% | -0.1% | +14.8% |
| 3Y | -5.9% | +257.9% | -263.8% | -35.6% |
| 5Y | -33.1% | +297.8% | -330.8% | -56.5% |
| 10Y | +44.3% | +259.6% | -215.3% | -10.0% |
| All | +254.7% | +348.0% | -93.3% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling