+36.1%
UPS vs SAP
+175.9%
-139.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | -6.6% | +16.9% | -23.4% | -11.1% |
| 6M | +2.6% | +6.3% | -3.8% | -0.2% |
| YTD | +4.8% | -12.4% | +17.2% | +7.1% |
| 1Y | +25.3% | -21.6% | +46.9% | +32.5% |
| 3Y | -26.9% | +54.8% | -81.6% | -41.1% |
| 5Y | -33.5% | +56.2% | -89.7% | -48.1% |
| 10Y | +36.1% | +179.0% | -143.0% | -17.9% |
| All | +36.1% | +175.9% | -139.8% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling