+34.9%
UPS vs SM
+22.6%
+12.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -3.7% | +20.3% | -24.0% | -5.1% |
| 3M | -6.6% | +22.9% | -29.5% | -8.3% |
| 6M | +2.6% | +47.8% | -45.3% | -1.2% |
| YTD | +4.8% | +107.5% | -102.7% | -1.9% |
| 1Y | +25.3% | +51.7% | -26.5% | +19.9% |
| 3Y | -26.9% | -0.9% | -26.0% | -28.6% |
| 5Y | -33.5% | +112.2% | -145.8% | -39.1% |
| All | +34.9% | +22.6% | +12.3% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling