+30.6%
UPS vs SAP
-5.6%
+36.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +4.5% |
| 7D | +8.2% | +1.3% | +6.9% | +8.1% |
| 30D | +22.7% | +15.5% | +7.2% | +22.1% |
| 3M | +6.4% | +22.8% | -16.4% | +5.9% |
| 6M | +22.6% | +42.5% | -19.8% | +22.6% |
| YTD | +20.7% | +0.5% | +20.2% | +19.0% |
| 1Y | +30.6% | -5.9% | +36.6% | +31.9% |
| All | +30.6% | -5.6% | +36.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling