+32.0%
UPS vs SE
+358.6%
-326.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.9% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | +16.4% | -22.3% | +38.8% | +19.6% |
| 3M | +7.9% | -41.8% | +49.8% | +14.4% |
| 6M | +15.8% | -22.4% | +38.2% | +18.3% |
| YTD | +16.6% | -41.6% | +58.1% | +22.3% |
| 1Y | +22.3% | -48.0% | +70.3% | +29.8% |
| 3Y | -6.2% | +63.9% | -70.1% | -15.8% |
| 5Y | -34.4% | -78.2% | +43.8% | -29.7% |
| All | +32.0% | +358.6% | -326.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling