+43.7%
UPS vs SAP
+222.2%
-178.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | +17.4% | +8.8% | +8.6% | +14.7% |
| 3M | +7.7% | +12.1% | -4.3% | +4.3% |
| 6M | +13.8% | +34.6% | -20.7% | +3.8% |
| YTD | +17.3% | -2.1% | +19.4% | +16.2% |
| 1Y | +27.2% | -5.5% | +32.7% | +27.5% |
| 3Y | -5.6% | +67.4% | -73.1% | -25.4% |
| 5Y | -33.5% | +74.6% | -108.1% | -49.7% |
| 10Y | +43.7% | +224.0% | -180.4% | -17.6% |
| All | +43.7% | +222.2% | -178.5% | -17.6% |
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