+45.9%
UPS vs SFM
+140.2%
-94.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +3.8% | +6.0% | -2.3% | +3.1% |
| 30D | +17.4% | -19.5% | +36.8% | +19.5% |
| 3M | +8.2% | -37.0% | +45.2% | +13.0% |
| 6M | +17.9% | -41.0% | +59.0% | +23.6% |
| YTD | +18.7% | -34.6% | +53.3% | +22.4% |
| 1Y | +24.8% | -36.3% | +61.1% | +29.1% |
| 3Y | -4.5% | +24.5% | -29.1% | -12.9% |
| 5Y | -33.2% | +115.9% | -149.1% | -44.7% |
| All | +45.9% | +140.2% | -94.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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