+215.1%
UPS vs SGI
+1,798.9%
-1,583.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.8% | -5.3% | +9.1% | +4.7% |
| 30D | +17.4% | -2.1% | +19.4% | +17.7% |
| 3M | +8.2% | -8.2% | +16.4% | +9.6% |
| 6M | +17.9% | -4.6% | +22.5% | +18.5% |
| YTD | +18.7% | -31.5% | +50.2% | +25.6% |
| 1Y | +24.8% | -30.8% | +55.6% | +31.8% |
| 3Y | -4.5% | +67.2% | -71.8% | -13.5% |
| 5Y | -33.2% | +42.5% | -75.7% | -39.3% |
| 10Y | +44.2% | +321.9% | -277.6% | +3.0% |
| All | +215.1% | +1,798.9% | -1,583.7% | +37.7% |
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