+186.8%
UPS vs SGI
+2,083.6%
-1,896.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.9% | +8.5% | -11.4% | -4.2% |
| 30D | -3.5% | +0.7% | -4.2% | -3.7% |
| 3M | -5.7% | +0.6% | -6.3% | -6.0% |
| 6M | -4.4% | -17.9% | +13.6% | -1.6% |
| YTD | +8.0% | -21.2% | +29.2% | +11.7% |
| 1Y | +29.0% | -18.9% | +47.9% | +32.5% |
| 3Y | -27.7% | +52.6% | -80.3% | -33.7% |
| 5Y | -34.3% | +60.7% | -95.1% | -41.5% |
| 10Y | +37.8% | +278.1% | -240.3% | -0.6% |
| All | +186.8% | +2,083.6% | -1,896.8% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling