-6.3%
UPS vs SGI
+66.8%
-73.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.9% |
| 7D | -0.6% | -10.7% | +10.1% | +2.8% |
| 30D | +16.4% | -3.6% | +20.0% | +17.6% |
| 3M | +7.9% | -5.4% | +13.3% | +9.4% |
| 6M | +15.8% | -7.0% | +22.9% | +17.5% |
| YTD | +16.6% | -31.6% | +48.2% | +28.4% |
| 1Y | +22.3% | -33.5% | +55.8% | +35.6% |
| All | -6.3% | +66.8% | -73.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling