+18.7%
UPS vs SE
+569.0%
-550.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.8% |
| 7D | -3.7% | -3.6% | 0.0% | -3.3% |
| 30D | -3.7% | -5.3% | +1.6% | -3.3% |
| 3M | -6.6% | +28.1% | -34.6% | -9.6% |
| 6M | +2.6% | +20.7% | -18.1% | -0.4% |
| YTD | +4.8% | -14.8% | +19.6% | +5.5% |
| 1Y | +25.3% | -43.6% | +68.9% | +32.0% |
| 3Y | -26.9% | +184.2% | -211.1% | -38.4% |
| 5Y | -33.5% | -66.3% | +32.8% | -32.2% |
| All | +18.7% | +569.0% | -550.3% | -22.1% |
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