+259.3%
UPS vs SBAC
+1,691.1%
-1,431.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | +17.4% | +5.5% | +11.9% | +16.7% |
| 3M | +8.2% | +3.1% | +5.1% | +7.8% |
| 6M | +17.9% | -7.0% | +25.0% | +18.5% |
| YTD | +18.7% | +0.5% | +18.2% | +18.0% |
| 1Y | +24.8% | +0.2% | +24.6% | +24.1% |
| 3Y | -4.5% | -7.4% | +2.8% | -4.8% |
| 5Y | -33.2% | -39.7% | +6.5% | -30.9% |
| 10Y | +44.2% | +112.5% | -68.3% | +33.3% |
| All | +259.3% | +1,691.1% | -1,431.8% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling