+12.1%
UPS vs SITM
+4,789.7%
-4,777.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.3% |
| 7D | -2.0% | +3.9% | -5.8% | -2.4% |
| 30D | -2.0% | -6.6% | +4.6% | -1.5% |
| 3M | -6.2% | -11.9% | +5.6% | -6.2% |
| 6M | +2.8% | +81.1% | -78.4% | -6.1% |
| YTD | +5.9% | +80.0% | -74.1% | -3.8% |
| 1Y | +26.2% | +145.8% | -119.6% | +9.7% |
| 3Y | -26.0% | +475.9% | -501.9% | -45.0% |
| 5Y | -34.3% | +189.2% | -223.5% | -50.7% |
| All | +12.1% | +4,789.7% | -4,777.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling