-34.7%
UPS vs SE
-78.3%
+43.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | +17.3% | -20.0% | +37.3% | +19.9% |
| 3M | +6.6% | -31.8% | +38.4% | +10.5% |
| 6M | +12.0% | -15.9% | +27.9% | +13.1% |
| YTD | +14.4% | -40.6% | +55.0% | +19.3% |
| 1Y | +23.3% | -50.7% | +74.0% | +31.0% |
| 3Y | -9.6% | +70.3% | -79.9% | -18.9% |
| All | -34.7% | -78.3% | +43.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling