+22.4%
UPS vs SE
+589.8%
-567.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.9% | -6.1% | +3.2% | -2.2% |
| 30D | -3.5% | -2.5% | -1.1% | -3.4% |
| 3M | -5.7% | +21.7% | -27.4% | -8.2% |
| 6M | -4.4% | +27.0% | -31.4% | -7.7% |
| YTD | +8.0% | -12.1% | +20.2% | +8.4% |
| 1Y | +29.0% | -40.9% | +70.0% | +35.2% |
| 3Y | -27.7% | +191.0% | -218.7% | -39.3% |
| 5Y | -34.3% | -68.3% | +33.9% | -32.5% |
| All | +22.4% | +589.8% | -567.4% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling