+36.0%
UPS vs SBAC
+83.0%
-47.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.5% |
| 7D | -3.4% | -5.3% | +1.9% | -2.1% |
| 30D | -2.7% | +0.4% | -3.1% | -2.9% |
| 3M | -1.6% | -11.9% | +10.3% | +1.3% |
| 6M | +2.3% | -4.5% | +6.8% | +2.3% |
| YTD | +5.6% | -4.3% | +9.9% | +5.2% |
| 1Y | +27.1% | -3.9% | +30.9% | +26.2% |
| 3Y | -26.3% | -11.0% | -15.3% | -26.6% |
| 5Y | -34.5% | -44.1% | +9.6% | -26.1% |
| All | +36.0% | +83.0% | -47.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling