+254.7%
UPS vs SM
+433.4%
-178.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.7% |
| 7D | +1.1% | -22.3% | +23.4% | +3.3% |
| 30D | +17.3% | -21.4% | +38.7% | +19.6% |
| 3M | +7.9% | +1.4% | +6.5% | +7.2% |
| 6M | +13.7% | +0.1% | +13.6% | +12.7% |
| YTD | +17.2% | +59.0% | -41.8% | +10.2% |
| 1Y | +23.2% | +64.3% | -41.1% | +15.4% |
| 3Y | -5.9% | -13.1% | +7.3% | -7.7% |
| 5Y | -33.1% | -13.9% | -19.2% | -35.9% |
| 10Y | +44.3% | +1.7% | +42.6% | +11.9% |
| All | +254.7% | +433.4% | -178.7% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling