+227.0%
UPS vs SAN
+430.2%
-203.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | -3.5% | +2.0% | -5.5% | -4.1% |
| 3M | -5.7% | +19.7% | -25.4% | -10.4% |
| 6M | -4.4% | +30.6% | -35.0% | -11.4% |
| YTD | +8.0% | +28.8% | -20.8% | -0.1% |
| 1Y | +29.0% | +57.8% | -28.7% | +12.7% |
| 3Y | -27.7% | +338.1% | -365.8% | -53.1% |
| 5Y | -34.3% | +384.2% | -418.6% | -59.6% |
| 10Y | +37.8% | +353.1% | -315.4% | -19.2% |
| All | +227.0% | +430.2% | -203.2% | +50.0% |
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