+227.0%
UPS vs SAP
+759.7%
-532.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.3% |
| 30D | -3.5% | +9.0% | -12.5% | -5.3% |
| 3M | -5.7% | +14.9% | -20.7% | -9.0% |
| 6M | -4.4% | +11.9% | -16.3% | -7.6% |
| YTD | +8.0% | -9.9% | +17.9% | +8.7% |
| 1Y | +29.0% | -19.5% | +48.6% | +32.9% |
| 3Y | -27.7% | +61.8% | -89.5% | -37.2% |
| 5Y | -34.3% | +56.2% | -90.5% | -43.1% |
| 10Y | +37.8% | +180.6% | -142.8% | +3.7% |
| All | +227.0% | +759.7% | -532.7% | +88.1% |
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