+227.0%
UPS vs SBAC
+1,680.2%
-1,453.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -3.5% | +6.9% | -10.4% | -4.2% |
| 3M | -5.7% | -8.2% | +2.5% | -5.0% |
| 6M | -4.4% | -1.6% | -2.7% | -4.6% |
| YTD | +8.0% | -0.1% | +8.1% | +7.5% |
| 1Y | +29.0% | -0.5% | +29.5% | +28.4% |
| 3Y | -27.7% | -9.1% | -18.6% | -27.8% |
| 5Y | -34.3% | -43.8% | +9.4% | -31.6% |
| 10Y | +37.8% | +80.5% | -42.7% | +29.1% |
| All | +227.0% | +1,680.2% | -1,453.2% | +110.4% |
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