+45.9%
UPS vs SM
+18.0%
+27.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | +3.8% | +9.4% | -5.6% | +3.1% |
| 30D | +17.4% | -14.4% | +31.7% | +18.4% |
| 3M | +8.2% | +1.6% | +6.6% | +7.6% |
| 6M | +17.9% | +6.3% | +11.6% | +16.5% |
| YTD | +18.7% | +78.8% | -60.1% | +11.9% |
| 1Y | +24.8% | +83.1% | -58.3% | +17.4% |
| 3Y | -4.5% | -5.9% | +1.4% | -6.7% |
| 5Y | -33.2% | +4.8% | -38.0% | -36.2% |
| All | +45.9% | +18.0% | +27.9% | +26.9% |
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