-34.6%
UPS vs SFM
+219.5%
-254.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.2% |
| 7D | -2.1% | -5.8% | +3.7% | -1.7% |
| 30D | -2.3% | -11.4% | +9.0% | -1.4% |
| 3M | -5.2% | -12.2% | +7.0% | -4.4% |
| 6M | +1.4% | -5.2% | +6.6% | +1.3% |
| YTD | +6.1% | -4.5% | +10.6% | +5.8% |
| 1Y | +27.0% | -45.4% | +72.4% | +33.6% |
| 3Y | -25.9% | +91.1% | -117.0% | -35.5% |
| 5Y | -34.6% | +226.8% | -261.4% | -46.9% |
| All | -34.6% | +219.5% | -254.1% | -46.9% |
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