-34.6%
UPS vs SBAC
-43.9%
+9.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -2.3% | +3.2% | -5.6% | -3.0% |
| 3M | -5.2% | -5.1% | -0.2% | -4.3% |
| 6M | +1.4% | -2.1% | +3.5% | +1.1% |
| YTD | +6.1% | -0.5% | +6.6% | +5.0% |
| 1Y | +27.0% | +1.1% | +25.9% | +24.8% |
| 3Y | -25.9% | -7.4% | -18.5% | -26.8% |
| 5Y | -34.6% | -44.3% | +9.7% | -28.3% |
| All | -34.6% | -43.9% | +9.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling