-39.6%
UPS vs SMR
+7.6%
-47.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.2% |
| 7D | -3.7% | +13.1% | -16.8% | -4.1% |
| 30D | -3.7% | +17.8% | -21.5% | -4.3% |
| 3M | -6.6% | +8.1% | -14.7% | -7.1% |
| 6M | +2.6% | -11.1% | +13.7% | +2.3% |
| YTD | +4.8% | -23.7% | +28.5% | +4.6% |
| 1Y | +25.3% | -69.4% | +94.7% | +27.8% |
| 3Y | -26.9% | +82.6% | -109.5% | -36.2% |
| All | -39.6% | +7.6% | -47.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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