+254.7%
UPS vs SAP
+848.9%
-594.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | +17.3% | +10.5% | +6.8% | +14.8% |
| 3M | +7.9% | +15.2% | -7.3% | +4.6% |
| 6M | +13.7% | +36.7% | -22.9% | +5.6% |
| YTD | +17.2% | -0.6% | +17.7% | +15.4% |
| 1Y | +23.2% | -4.1% | +27.4% | +22.4% |
| 3Y | -5.9% | +73.2% | -79.1% | -19.3% |
| 5Y | -33.1% | +74.1% | -107.2% | -43.3% |
| 10Y | +44.3% | +222.9% | -178.6% | +5.6% |
| All | +254.7% | +848.9% | -594.2% | +99.8% |
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