+24.8%
UPS vs SFM
-36.8%
+61.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +3.8% | +6.0% | -2.3% | +3.6% |
| 30D | +17.4% | -19.5% | +36.8% | +17.3% |
| 3M | +8.2% | -37.0% | +45.2% | +8.2% |
| 6M | +17.9% | -41.0% | +59.0% | +17.8% |
| YTD | +18.7% | -34.6% | +53.3% | +19.3% |
| 1Y | +24.8% | -36.3% | +61.1% | +26.0% |
| All | +24.8% | -36.8% | +61.6% | +26.0% |
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