-25.9%
UPS vs SGI
+59.4%
-85.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -2.1% | +9.3% | -11.4% | -4.7% |
| 30D | -2.3% | +6.9% | -9.2% | -4.3% |
| 3M | -5.2% | +2.8% | -8.1% | -6.3% |
| 6M | +1.4% | -12.6% | +14.0% | +4.2% |
| YTD | +6.1% | -21.5% | +27.6% | +12.2% |
| 1Y | +27.0% | -18.8% | +45.7% | +32.6% |
| 3Y | -25.9% | +60.8% | -86.8% | -37.3% |
| All | -25.9% | +59.4% | -85.3% | -37.3% |
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