-8.1%
UPS vs SE
+69.2%
-77.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | 0.0% | +2.0% | -2.0% | 0.0% |
| 30D | +17.3% | -20.0% | +37.3% | +18.8% |
| 3M | +6.6% | -31.8% | +38.4% | +8.8% |
| 6M | +12.0% | -15.9% | +27.9% | +12.6% |
| YTD | +14.4% | -40.6% | +55.0% | +17.2% |
| 1Y | +23.3% | -50.7% | +74.0% | +27.9% |
| All | -8.1% | +69.2% | -77.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling