+12.3%
UPS vs SITM
+4,507.3%
-4,495.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.5% |
| 7D | -2.1% | +8.4% | -10.5% | -3.0% |
| 30D | -2.3% | -17.4% | +15.1% | -0.6% |
| 3M | -5.2% | -9.8% | +4.6% | -5.4% |
| 6M | +1.4% | +83.0% | -81.6% | -7.5% |
| YTD | +6.1% | +69.6% | -63.5% | -3.0% |
| 1Y | +27.0% | +144.9% | -117.9% | +10.4% |
| 3Y | -25.9% | +429.9% | -455.8% | -44.4% |
| 5Y | -34.6% | +169.2% | -203.7% | -50.5% |
| All | +12.3% | +4,507.3% | -4,495.0% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling