-25.1%
UPS vs SAP
+60.5%
-85.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | -3.5% | +9.0% | -12.5% | -4.1% |
| 3M | -5.7% | +14.9% | -20.7% | -6.5% |
| 6M | -4.4% | +11.9% | -16.3% | -5.1% |
| YTD | +8.0% | -9.9% | +17.9% | +9.1% |
| 1Y | +29.0% | -19.5% | +48.6% | +32.2% |
| All | -25.1% | +60.5% | -85.6% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling