+106.6%
UPS vs SFM
+44.5%
+62.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | -1.6% | -7.1% | +5.4% | -0.9% |
| 30D | +17.9% | -21.4% | +39.4% | +20.3% |
| 3M | +9.4% | -40.1% | +49.5% | +14.7% |
| 6M | +16.2% | -38.0% | +54.2% | +20.9% |
| YTD | +18.8% | -36.5% | +55.3% | +22.8% |
| 1Y | +26.1% | -35.2% | +61.3% | +30.0% |
| 3Y | -4.5% | +23.5% | -27.9% | -11.6% |
| 5Y | -33.2% | +109.7% | -142.9% | -43.2% |
| 10Y | +44.3% | +132.6% | -88.3% | +17.2% |
| All | +106.6% | +44.5% | +62.1% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling