+26.1%
UPS vs SFM
-36.1%
+62.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.2% |
| 7D | -1.6% | -7.1% | +5.4% | -1.5% |
| 30D | +17.9% | -21.4% | +39.4% | +18.0% |
| 3M | +9.4% | -40.1% | +49.5% | +9.6% |
| 6M | +16.2% | -38.0% | +54.2% | +16.4% |
| YTD | +18.8% | -36.5% | +55.3% | +19.7% |
| 1Y | +26.1% | -35.2% | +61.3% | +26.5% |
| All | +26.1% | -36.1% | +62.2% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling