-33.5%
UPS vs SFM
+100.9%
-134.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +1.7% | -6.9% | +8.6% | +2.3% |
| 30D | +17.4% | -25.0% | +42.4% | +19.7% |
| 3M | +7.7% | -42.7% | +50.5% | +12.2% |
| 6M | +13.8% | -41.0% | +54.8% | +18.0% |
| YTD | +17.3% | -38.7% | +55.9% | +20.7% |
| 1Y | +27.2% | -38.1% | +65.3% | +30.7% |
| 3Y | -5.6% | +19.3% | -25.0% | -15.4% |
| 5Y | -33.5% | +103.1% | -136.6% | -47.9% |
| All | -33.5% | +100.9% | -134.5% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling