+208.2%
UPS vs SCHG
+1,121.7%
-913.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -2.7% | -0.7% | -1.6% |
| 30D | -2.7% | -2.2% | -0.5% | -1.3% |
| 3M | -1.6% | +6.2% | -7.8% | -5.6% |
| 6M | +2.3% | +13.4% | -11.0% | -6.1% |
| YTD | +5.6% | +7.1% | -1.5% | +0.4% |
| 1Y | +27.1% | +12.5% | +14.5% | +16.6% |
| 3Y | -26.3% | +86.2% | -112.5% | -53.5% |
| 5Y | -34.5% | +83.9% | -118.4% | -59.2% |
| 10Y | +37.1% | +451.3% | -414.2% | -64.2% |
| All | +208.2% | +1,121.7% | -913.5% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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