-32.8%
UPS vs SMR
-52.0%
+19.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.0% | -1.6% |
| 7D | -0.6% | +10.3% | -10.9% | -0.9% |
| 30D | +16.4% | -25.7% | +42.2% | +17.4% |
| 3M | +7.9% | -49.7% | +57.7% | +9.9% |
| 6M | +15.8% | -59.8% | +75.7% | +18.4% |
| YTD | +16.6% | -66.0% | +82.5% | +19.0% |
| 1Y | +22.3% | -81.4% | +103.7% | +26.9% |
| 3Y | -6.2% | +130.6% | -136.8% | -22.3% |
| All | -32.8% | -52.0% | +19.2% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling