+259.5%
UPS vs SAP
+835.6%
-576.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.6% | -2.5% | +0.8% | -1.1% |
| 30D | +17.9% | +7.5% | +10.5% | +16.1% |
| 3M | +9.4% | +11.6% | -2.2% | +6.8% |
| 6M | +16.2% | +37.6% | -21.5% | +7.7% |
| YTD | +18.8% | -2.0% | +20.7% | +17.3% |
| 1Y | +26.1% | -6.4% | +32.5% | +25.9% |
| 3Y | -4.5% | +67.7% | -72.2% | -17.5% |
| 5Y | -33.2% | +75.7% | -108.9% | -43.5% |
| 10Y | +44.3% | +229.3% | -185.0% | +5.2% |
| All | +259.5% | +835.6% | -576.1% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling