+252.9%
UPS vs SAN
+336.1%
-83.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.1% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | +16.4% | -9.4% | +25.8% | +19.4% |
| 3M | +7.9% | -17.1% | +25.1% | +13.2% |
| 6M | +15.8% | +2.2% | +13.7% | +14.5% |
| YTD | +16.6% | +6.0% | +10.6% | +13.3% |
| 1Y | +22.3% | +12.7% | +9.6% | +16.8% |
| 3Y | -6.2% | +242.1% | -248.4% | -35.0% |
| 5Y | -34.4% | +293.6% | -328.0% | -57.3% |
| 10Y | +41.7% | +266.1% | -224.4% | -12.1% |
| All | +252.9% | +336.1% | -83.3% | +70.1% |
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