+36.0%
UPS vs SM
+23.2%
+12.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -3.4% | +2.1% | -5.6% | -3.6% |
| 30D | -2.7% | +18.1% | -20.9% | -4.0% |
| 3M | -1.6% | +17.0% | -18.6% | -3.1% |
| 6M | +2.3% | +55.4% | -53.1% | -1.8% |
| YTD | +5.6% | +108.6% | -103.0% | -1.2% |
| 1Y | +27.1% | +45.7% | -18.6% | +22.0% |
| 3Y | -26.3% | -0.3% | -26.0% | -28.1% |
| 5Y | -34.5% | +113.0% | -147.5% | -40.0% |
| All | +36.0% | +23.2% | +12.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling