+45.9%
UPS vs SMTC
+333.2%
-287.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.4% |
| 7D | +3.8% | +11.0% | -7.2% | +2.2% |
| 30D | +17.4% | -28.5% | +45.8% | +21.3% |
| 3M | +8.2% | -14.2% | +22.4% | +7.6% |
| 6M | +17.9% | -18.0% | +35.9% | +16.1% |
| YTD | +18.7% | +55.5% | -36.8% | +4.7% |
| 1Y | +24.8% | +69.5% | -44.7% | +8.3% |
| 3Y | -4.5% | +699.7% | -704.2% | -46.7% |
| 5Y | -33.2% | +27.4% | -60.6% | -44.7% |
| All | +45.9% | +333.2% | -287.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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