-34.7%
UPS vs SM
+108.4%
-143.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.0% | +4.6% | -6.5% | -2.5% |
| 30D | -2.0% | +18.2% | -20.2% | -4.2% |
| 3M | -6.2% | +22.5% | -28.8% | -9.1% |
| 6M | +2.8% | +50.6% | -47.8% | -4.3% |
| YTD | +5.9% | +108.1% | -102.2% | -6.7% |
| 1Y | +26.2% | +46.0% | -19.8% | +17.3% |
| 3Y | -26.0% | +2.9% | -28.9% | -29.8% |
| All | -34.7% | +108.4% | -143.0% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling