-25.9%
UPS vs SE
+194.4%
-220.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -2.3% | -0.1% | -2.2% | -2.4% |
| 3M | -5.2% | +34.1% | -39.4% | -7.6% |
| 6M | +1.4% | +23.2% | -21.8% | -0.7% |
| YTD | +6.1% | -11.2% | +17.3% | +6.4% |
| 1Y | +27.0% | -40.5% | +67.5% | +32.1% |
| 3Y | -25.9% | +196.3% | -222.2% | -36.7% |
| All | -25.9% | +194.4% | -220.3% | -36.7% |
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 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